+152.3%
HUM vs FFIV
+249.4%
-97.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.1% | +1.5% |
| 7D | +2.1% | +5.4% | -3.4% | +0.8% |
| 30D | +5.4% | -2.7% | +8.1% | +5.9% |
| 3M | +11.4% | +4.5% | +6.9% | +9.9% |
| 6M | +141.5% | +42.2% | +99.3% | +121.6% |
| YTD | +61.2% | +61.3% | -0.1% | +42.8% |
| 1Y | +49.2% | +23.0% | +26.1% | +40.3% |
| 3Y | -9.0% | +156.3% | -165.3% | -31.2% |
| 5Y | +7.2% | +102.9% | -95.7% | -15.2% |
| All | +152.3% | +249.4% | -97.1% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling