+2,488.9%
HUM vs FDS
+9,090.7%
-6,601.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.4% |
| 7D | +2.1% | -5.4% | +7.5% | +3.4% |
| 30D | +4.7% | +1.6% | +3.1% | +4.1% |
| 3M | +13.5% | +17.7% | -4.2% | +8.1% |
| 6M | +126.7% | +29.1% | +97.6% | +109.9% |
| YTD | +58.5% | +1.0% | +57.6% | +55.4% |
| 1Y | +31.7% | -21.6% | +53.4% | +36.8% |
| 3Y | -10.6% | -30.1% | +19.5% | -5.5% |
| 5Y | +2.5% | -20.7% | +23.2% | +3.9% |
| 10Y | +148.7% | +78.3% | +70.4% | +107.1% |
| All | +2,488.9% | +9,090.7% | -6,601.7% | +1,091.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling