-22.6%
FPS vs HUM
+119.8%
-142.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.2% | -17.3% |
| 7D | -23.3% | +1.6% | -24.9% | -23.5% |
| 30D | -42.4% | +3.5% | -45.9% | -42.8% |
| 3M | -43.0% | +15.5% | -58.5% | -44.9% |
| 6M | -44.5% | +76.2% | -120.7% | -50.5% |
| All | -22.6% | +119.8% | -142.4% | -37.3% |
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 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