+152.3%
HUM vs FDS
+64.8%
+87.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.7% |
| 7D | +2.1% | -14.0% | +16.0% | +7.2% |
| 30D | +5.4% | -6.2% | +11.6% | +7.2% |
| 3M | +11.4% | +10.2% | +1.2% | +6.0% |
| 6M | +141.5% | +27.4% | +114.1% | +115.4% |
| YTD | +61.2% | -9.3% | +70.5% | +63.1% |
| 1Y | +49.2% | -28.6% | +77.8% | +64.5% |
| 3Y | -9.0% | -36.8% | +27.8% | +3.1% |
| 5Y | +7.2% | -28.6% | +35.8% | +11.4% |
| All | +152.3% | +64.8% | +87.5% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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