+30.6%
HUM vs FFIV
+25.9%
+4.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +4.2% | -1.0% | +5.1% | +4.2% |
| 30D | +10.4% | -5.1% | +15.4% | +11.1% |
| 3M | +15.1% | -4.5% | +19.5% | +15.7% |
| 6M | +120.9% | +36.5% | +84.5% | +116.5% |
| YTD | +57.9% | +53.0% | +5.0% | +55.0% |
| 1Y | +30.6% | +24.2% | +6.3% | +25.6% |
| All | +30.6% | +25.9% | +4.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling