+3,759.0%
FIX vs HUM
+150.6%
+3,608.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.2% | +4.6% |
| 7D | +6.4% | +6.9% | -0.5% | +4.9% |
| 30D | -29.1% | +3.2% | -32.3% | -29.6% |
| 3M | -31.1% | +20.0% | -51.1% | -33.9% |
| 6M | -42.8% | +63.5% | -106.3% | -48.8% |
| YTD | +24.6% | +75.9% | -51.3% | +8.1% |
| 1Y | +21.9% | +85.7% | -63.8% | +4.2% |
| 3Y | +524.9% | -6.1% | +531.0% | +515.9% |
| 5Y | +1,092.2% | +5.1% | +1,087.1% | +985.1% |
| 10Y | +3,759.0% | +151.6% | +3,607.5% | +2,756.3% |
| All | +3,759.0% | +150.6% | +3,608.4% | +2,756.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling