+115.4%
FOXA vs HUM
-9.4%
+124.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +1.0% |
| 7D | +0.8% | +2.1% | -1.3% | +0.7% |
| 30D | +5.0% | +5.4% | -0.3% | +4.7% |
| 3M | -3.0% | +11.4% | -14.4% | -3.8% |
| 6M | +14.8% | +141.5% | -126.7% | +8.3% |
| YTD | -8.9% | +61.2% | -70.1% | -12.1% |
| 1Y | +13.3% | +49.2% | -35.8% | +9.7% |
| 3Y | +115.4% | -9.0% | +124.4% | +110.5% |
| All | +115.4% | -9.4% | +124.8% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling