+148.7%
HUM vs FICO
+607.5%
-458.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.1% | -15.4% | +17.5% | +5.5% |
| 30D | +4.7% | -10.4% | +15.1% | +6.5% |
| 3M | +13.5% | -22.7% | +36.2% | +18.1% |
| 6M | +126.7% | -36.8% | +163.4% | +144.8% |
| YTD | +58.5% | -44.8% | +103.3% | +76.2% |
| 1Y | +31.7% | -39.3% | +71.1% | +41.9% |
| 3Y | -10.6% | +3.7% | -14.4% | -20.4% |
| 5Y | +2.5% | +101.7% | -99.3% | -28.9% |
| 10Y | +148.7% | +602.8% | -454.1% | +17.3% |
| All | +148.7% | +607.5% | -458.9% | +17.3% |
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