+517.0%
HUM vs FANG
+1,412.9%
-895.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | +2.9% | -0.8% | +1.7% |
| 30D | +5.4% | +2.6% | +2.8% | +5.1% |
| 3M | +11.4% | +7.6% | +3.8% | +10.3% |
| 6M | +141.5% | +17.3% | +124.2% | +136.4% |
| YTD | +61.2% | +38.7% | +22.5% | +54.5% |
| 1Y | +49.2% | +51.6% | -2.5% | +41.5% |
| 3Y | -9.0% | +50.0% | -59.0% | -14.9% |
| 5Y | +7.2% | +237.6% | -230.4% | -11.3% |
| 10Y | +152.7% | +180.7% | -28.0% | +88.7% |
| All | +517.0% | +1,412.9% | -895.8% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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