+3,735.0%
HUM vs FFIV
+5,932.0%
-2,197.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | +3.7% | -0.5% | +4.3% | +3.8% |
| 30D | +5.5% | -32.4% | +37.9% | +9.1% |
| 3M | +17.1% | -25.7% | +42.8% | +20.0% |
| 6M | +48.3% | -13.5% | +61.8% | +49.7% |
| YTD | +77.4% | +21.1% | +56.3% | +73.3% |
| 1Y | +92.6% | +29.4% | +63.1% | +87.0% |
| 3Y | -6.1% | +94.9% | -101.0% | -12.9% |
| 5Y | +6.2% | +34.7% | -28.5% | +1.2% |
| 10Y | +153.6% | +119.0% | +34.6% | +129.2% |
| All | +3,735.0% | +5,932.0% | -2,197.0% | +2,327.5% |
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