+2,143.7%
HUM vs FE
+564.2%
+1,579.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +7.7% | -0.3% | +8.0% | +7.8% |
| 30D | +5.8% | +3.9% | +1.9% | +4.4% |
| 3M | +14.3% | -0.1% | +14.4% | +14.3% |
| 6M | +50.9% | +6.1% | +44.8% | +47.5% |
| YTD | +74.9% | +8.1% | +66.8% | +69.2% |
| 1Y | +86.9% | +4.4% | +82.5% | +82.8% |
| 3Y | -6.7% | +49.0% | -55.7% | -20.2% |
| 5Y | +4.8% | +46.1% | -41.4% | -11.0% |
| 10Y | +150.1% | +122.6% | +27.5% | +77.1% |
| All | +2,143.7% | +564.2% | +1,579.6% | +803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling