+5.3%
HUM vs FCUV
-99.8%
+105.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +2.3% |
| 7D | +2.1% | -66.5% | +68.5% | +2.2% |
| 30D | +5.4% | +5.0% | +0.4% | +5.3% |
| 3M | +11.4% | +63.8% | -52.4% | +10.8% |
| 6M | +141.5% | -67.8% | +209.3% | +142.6% |
| YTD | +61.2% | -82.4% | +143.6% | +62.9% |
| 1Y | +49.2% | -94.7% | +143.9% | +52.8% |
| 3Y | -9.0% | -99.3% | +90.2% | -7.7% |
| All | +5.3% | -99.8% | +105.2% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling