+0.8%
HUM vs FE
+46.0%
-45.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | +3.7% | -1.2% | +4.9% | +3.9% |
| 3M | +10.4% | +1.7% | +8.8% | +10.1% |
| 6M | +125.7% | -7.5% | +133.2% | +128.3% |
| YTD | +57.3% | +6.3% | +51.0% | +55.3% |
| 1Y | +48.6% | +10.9% | +37.8% | +45.5% |
| 3Y | -11.3% | +46.9% | -58.3% | -19.4% |
| 5Y | +0.8% | +47.6% | -46.8% | -10.8% |
| All | +0.8% | +46.0% | -45.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling