+1,926.3%
HUM vs FE
+561.4%
+1,364.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | +4.2% | +1.9% | +2.2% | +3.5% |
| 30D | +10.4% | -1.2% | +11.5% | +10.8% |
| 3M | +15.1% | +3.5% | +11.6% | +13.6% |
| 6M | +120.9% | -6.1% | +127.0% | +124.5% |
| YTD | +57.9% | +7.6% | +50.3% | +53.1% |
| 1Y | +30.6% | +11.9% | +18.6% | +24.8% |
| 3Y | -9.6% | +48.4% | -58.0% | -22.7% |
| 5Y | +1.6% | +44.8% | -43.2% | -13.4% |
| 10Y | +146.4% | +115.9% | +30.6% | +75.9% |
| All | +1,926.3% | +561.4% | +1,364.9% | +717.4% |
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