+128.1%
FIX vs HUM
+30.0%
+98.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -2.0% |
| 7D | +3.5% | -0.2% | +3.8% | +3.5% |
| 30D | -3.5% | +3.7% | -7.2% | -3.7% |
| 3M | -11.8% | +10.4% | -22.2% | -11.9% |
| 6M | +17.8% | +125.7% | -107.9% | +14.2% |
| YTD | +73.3% | +57.3% | +16.0% | +68.6% |
| 1Y | +128.1% | +48.6% | +79.5% | +122.4% |
| All | +128.1% | +30.0% | +98.1% | +122.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling