+6,182.4%
FIX vs HUM
+147.1%
+6,035.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | -5.7% | +7.5% | -13.2% | -7.2% |
| 3M | -7.4% | +10.2% | -17.6% | -9.5% |
| 6M | +15.1% | +132.5% | -117.4% | -5.0% |
| YTD | +70.7% | +57.6% | +13.1% | +51.8% |
| 1Y | +111.9% | +48.6% | +63.4% | +89.8% |
| 3Y | +759.5% | -11.2% | +770.7% | +747.8% |
| 5Y | +2,164.4% | +4.8% | +2,159.6% | +1,923.3% |
| All | +6,182.4% | +147.1% | +6,035.3% | +4,397.9% |
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