-11.2%
HUM vs FFIV
+151.3%
-162.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -1.2% |
| 7D | -0.2% | +3.5% | -3.7% | -0.6% |
| 30D | +3.7% | -1.3% | +5.0% | +3.8% |
| 3M | +10.4% | +2.4% | +8.0% | +10.0% |
| 6M | +125.7% | +41.8% | +83.9% | +118.4% |
| YTD | +57.3% | +58.5% | -1.2% | +50.7% |
| 1Y | +48.6% | +24.3% | +24.3% | +44.5% |
| All | -11.2% | +151.3% | -162.5% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling