+5,556.9%
HUM vs FHN
+1,796.6%
+3,760.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | 0.0% | -0.3% | -0.2% |
| 30D | +3.7% | -2.6% | +6.3% | +4.3% |
| 3M | +10.4% | 0.0% | +10.4% | +10.3% |
| 6M | +125.7% | +9.2% | +116.5% | +121.2% |
| YTD | +57.3% | +4.3% | +53.0% | +55.6% |
| 1Y | +48.6% | +10.8% | +37.9% | +44.8% |
| 3Y | -11.3% | +130.7% | -142.0% | -27.4% |
| 5Y | +0.8% | +87.4% | -86.5% | -18.1% |
| 10Y | +146.7% | +126.9% | +19.8% | +79.0% |
| All | +5,556.9% | +1,796.6% | +3,760.3% | +2,196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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