+11.8%
HUM vs FGI
-69.1%
+80.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.8% |
| 7D | -0.2% | +14.7% | -14.9% | -0.3% |
| 30D | +3.7% | +67.0% | -63.2% | +2.9% |
| 3M | +10.4% | +31.0% | -20.6% | +9.7% |
| 6M | +125.7% | +126.8% | -1.1% | +120.8% |
| YTD | +57.3% | +35.6% | +21.7% | +54.9% |
| 1Y | +48.6% | +108.9% | -60.3% | +44.8% |
| 3Y | -11.3% | -0.3% | -11.1% | -13.6% |
| All | +11.8% | -69.1% | +80.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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