+146.7%
HUM vs FE
+114.8%
+31.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -1.7% | +0.3% | -1.0% |
| 30D | +7.5% | -1.3% | +8.7% | +7.9% |
| 3M | +10.2% | +0.6% | +9.6% | +9.9% |
| 6M | +132.5% | -6.8% | +139.4% | +136.5% |
| YTD | +57.6% | +6.4% | +51.2% | +53.9% |
| 1Y | +48.6% | +11.3% | +37.3% | +43.1% |
| 3Y | -11.2% | +47.1% | -58.2% | -22.8% |
| 5Y | +4.8% | +50.4% | -45.6% | -10.7% |
| All | +146.7% | +114.8% | +31.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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