+4.8%
HUM vs FDS
-28.1%
+32.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +1.4% |
| 7D | -1.4% | -16.0% | +14.6% | +2.1% |
| 30D | +7.5% | -6.7% | +14.2% | +8.7% |
| 3M | +10.2% | +6.0% | +4.3% | +7.8% |
| 6M | +132.5% | +25.1% | +107.4% | +117.7% |
| YTD | +57.6% | -8.1% | +65.8% | +59.2% |
| 1Y | +48.6% | -26.0% | +74.6% | +57.1% |
| 3Y | -11.2% | -36.4% | +25.3% | -3.6% |
| 5Y | +4.8% | -27.7% | +32.5% | +11.4% |
| All | +4.8% | -28.1% | +32.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling