+3,314.8%
HUM vs FFIV
+7,518.9%
-4,204.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | +15.1% | -4.5% | +19.5% | +15.4% |
| 6M | +120.9% | +36.5% | +84.5% | +114.5% |
| YTD | +57.9% | +53.0% | +5.0% | +51.4% |
| 1Y | +30.6% | +24.2% | +6.3% | +27.3% |
| 3Y | -9.6% | +137.2% | -146.8% | -17.4% |
| 5Y | +1.6% | +91.8% | -90.2% | -6.1% |
| 10Y | +146.4% | +215.2% | -68.7% | +116.3% |
| All | +3,314.8% | +7,518.9% | -4,204.2% | +2,021.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling