+8,706.7%
FIX vs HUM
+2,119.4%
+6,587.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +16.9% | +7.7% | +9.2% | +15.1% |
| 30D | -30.6% | +5.8% | -36.4% | -31.5% |
| 3M | -35.1% | +14.3% | -49.4% | -37.0% |
| 6M | -44.0% | +50.9% | -94.9% | -48.8% |
| YTD | +21.0% | +74.9% | -53.8% | +5.9% |
| 1Y | +16.2% | +86.9% | -70.7% | +0.1% |
| 3Y | +506.9% | -6.7% | +513.5% | +480.2% |
| 5Y | +1,051.1% | +4.8% | +1,046.3% | +953.8% |
| 10Y | +3,647.6% | +150.1% | +3,497.5% | +2,711.6% |
| All | +8,706.7% | +2,119.4% | +6,587.3% | +3,426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling