+147.8%
HUM vs FICO
+544.0%
-396.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.2% | -3.0% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -1.8% | +8.4% | -10.2% | -3.8% |
| 3M | +10.2% | -30.5% | +40.7% | +16.1% |
| 6M | +54.6% | -35.7% | +90.3% | +63.5% |
| YTD | +66.8% | -57.2% | +124.0% | +92.1% |
| 1Y | +70.1% | -58.4% | +128.5% | +97.1% |
| 3Y | -11.3% | -24.8% | +13.5% | -16.3% |
| 5Y | -1.2% | +79.3% | -80.4% | -32.7% |
| 10Y | +147.8% | +531.6% | -383.9% | +27.1% |
| All | +147.8% | +544.0% | -396.2% | +27.1% |
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