+50.0%
HUM vs FCUV
-98.1%
+148.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | -0.1% |
| 7D | +1.6% | -8.6% | +10.1% | +1.5% |
| 30D | +3.5% | -25.9% | +29.4% | +3.4% |
| 3M | +15.5% | -69.8% | +85.3% | +15.4% |
| 6M | +76.2% | -31.6% | +107.8% | +77.0% |
| YTD | +64.5% | -90.1% | +154.7% | +61.0% |
| 1Y | +50.0% | -98.0% | +148.0% | +48.7% |
| All | +50.0% | -98.1% | +148.1% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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