-23.7%
FPS vs HUM
+136.9%
-160.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.5% |
| 7D | +13.6% | +3.7% | +9.8% | +12.5% |
| 30D | -32.4% | +5.5% | -37.9% | -33.3% |
| 3M | -41.1% | +17.1% | -58.2% | -43.3% |
| 6M | -51.4% | +48.3% | -99.7% | -54.7% |
| All | -23.7% | +136.9% | -160.6% | -39.3% |
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 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