+12.2%
HUM vs FGI
-70.4%
+82.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.8% | -1.3% |
| 7D | +4.2% | +0.5% | +3.6% | +4.1% |
| 30D | +10.4% | +65.4% | -55.0% | +9.5% |
| 3M | +15.1% | +23.5% | -8.4% | +14.4% |
| 6M | +120.9% | +60.5% | +60.4% | +116.9% |
| YTD | +57.9% | +30.0% | +27.9% | +55.5% |
| 1Y | +30.6% | +82.1% | -51.5% | +27.4% |
| 3Y | -9.6% | -4.4% | -5.2% | -11.9% |
| All | +12.2% | -70.4% | +82.5% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling