+4.6%
HUM vs FFIV
+98.0%
-93.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -1.2% |
| 7D | -0.2% | +3.5% | -3.7% | -0.7% |
| 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% | +116.7% |
| YTD | +57.3% | +58.5% | -1.2% | +49.0% |
| 1Y | +48.6% | +24.3% | +24.3% | +44.0% |
| 3Y | -11.3% | +152.0% | -163.3% | -22.3% |
| All | +4.6% | +98.0% | -93.4% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling