Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • HUM vs FFIV✓SelectedUSD · FFIVHUM vs FFIV performance historyLatest closeAs of+0.39%09/08
Stock and ETF performance explorer

HUM vs FFIV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,327.9%
FFIV return
+7,502.3%
Excess return
-4,174.4%
Maximum drawdown
-78.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioFFIVExcessAlpha
1D+0.4%-0.2%+0.6%+0.4%
7D+2.1%-1.5%+3.6%+2.2%
30D+4.7%-2.7%+7.3%+4.9%
3M+13.5%-1.7%+15.2%+13.6%
6M+126.7%+36.1%+90.6%+120.1%
YTD+58.5%+52.6%+5.9%+52.1%
1Y+31.7%+21.5%+10.2%+28.8%
3Y-10.6%+142.7%-153.3%-18.5%
5Y+2.5%+92.6%-90.1%-5.3%
10Y+148.7%+225.5%-76.8%+117.7%
All+3,327.9%+7,502.3%-4,174.4%+2,030.4%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling