+1,092.2%
FIX vs HUM
+4.8%
+1,087.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.2% | +4.9% |
| 7D | +6.4% | +6.9% | -0.5% | +5.9% |
| 30D | -29.1% | +3.2% | -32.3% | -29.3% |
| 3M | -31.1% | +20.0% | -51.1% | -32.1% |
| 6M | -42.8% | +63.5% | -106.3% | -44.8% |
| YTD | +24.6% | +75.9% | -51.3% | +18.9% |
| 1Y | +21.9% | +85.7% | -63.8% | +15.7% |
| 3Y | +524.9% | -6.1% | +531.0% | +522.0% |
| 5Y | +1,092.2% | +5.1% | +1,087.1% | +1,023.1% |
| All | +1,092.2% | +4.8% | +1,087.5% | +1,023.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling