+2,175.7%
HUM vs FE
+571.3%
+1,604.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +5.5% | +4.5% | +1.0% | +3.9% |
| 3M | +17.1% | +1.3% | +15.8% | +16.5% |
| 6M | +48.3% | +8.7% | +39.6% | +43.9% |
| YTD | +77.4% | +9.2% | +68.2% | +71.0% |
| 1Y | +92.6% | +7.0% | +85.6% | +86.9% |
| 3Y | -6.1% | +51.4% | -57.5% | -20.1% |
| 5Y | +6.2% | +47.7% | -41.5% | -10.1% |
| 10Y | +153.6% | +125.0% | +28.7% | +79.0% |
| All | +2,175.7% | +571.3% | +1,604.4% | +812.8% |
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 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