-11.2%
HUM vs FE
+46.9%
-58.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.8% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | +3.7% | -1.2% | +4.9% | +3.7% |
| 3M | +10.4% | +1.7% | +8.8% | +10.5% |
| 6M | +125.7% | -7.5% | +133.2% | +126.6% |
| YTD | +57.3% | +6.3% | +51.0% | +57.0% |
| 1Y | +48.6% | +10.9% | +37.8% | +47.8% |
| All | -11.2% | +46.9% | -58.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling