+220.9%
HUM vs FCUV
-95.9%
+316.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -1.4% | -72.0% | +70.5% | -1.4% |
| 30D | +7.5% | -8.0% | +15.5% | +7.5% |
| 3M | +10.2% | +66.3% | -56.1% | +10.3% |
| 6M | +132.5% | -75.3% | +207.8% | +132.8% |
| YTD | +57.6% | -83.0% | +140.6% | +57.8% |
| 1Y | +48.6% | -94.7% | +143.2% | +48.9% |
| 3Y | -11.2% | -99.3% | +88.1% | -11.1% |
| 5Y | +4.8% | -99.9% | +104.7% | +4.8% |
| 10Y | +147.1% | -98.6% | +245.7% | +149.9% |
| All | +220.9% | -95.9% | +316.8% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling