+143.0%
HUM vs FICO
+524.6%
-381.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +7.7% | +1.4% | +6.3% | +7.4% |
| 30D | +5.8% | -0.8% | +6.5% | +5.6% |
| 3M | +14.3% | -31.3% | +45.6% | +20.8% |
| 6M | +50.9% | -33.9% | +84.8% | +58.5% |
| YTD | +74.9% | -57.6% | +132.5% | +101.8% |
| 1Y | +86.9% | -59.7% | +146.6% | +118.2% |
| 3Y | -6.7% | -28.0% | +21.4% | -10.9% |
| 5Y | +4.8% | +91.0% | -86.2% | -30.6% |
| All | +143.0% | +524.6% | -381.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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