+2,072.5%
FTNT vs HUM
+152.7%
+1,919.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.0% | -2.2% |
| 7D | -0.1% | +2.1% | -2.2% | -0.6% |
| 30D | -3.0% | +5.4% | -8.4% | -4.1% |
| 3M | +7.6% | +11.4% | -3.8% | +4.9% |
| 6M | +87.0% | +141.5% | -54.6% | +54.6% |
| YTD | +96.5% | +61.2% | +35.3% | +75.0% |
| 1Y | +92.9% | +49.2% | +43.8% | +73.5% |
| 3Y | +139.8% | -9.0% | +148.9% | +136.9% |
| 5Y | +151.3% | +7.2% | +144.2% | +129.4% |
| All | +2,072.5% | +152.7% | +1,919.8% | +1,467.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling