+86.1%
HUM vs FICO
-58.1%
+144.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.4% |
| 7D | +4.8% | +0.9% | +4.0% | +4.8% |
| 30D | +1.6% | +9.4% | -7.8% | +0.8% |
| 3M | +13.8% | -30.4% | +44.2% | +17.2% |
| 6M | +60.0% | -35.1% | +95.1% | +63.5% |
| YTD | +72.7% | -56.8% | +129.5% | +89.9% |
| 1Y | +86.1% | -58.4% | +144.5% | +107.3% |
| All | +86.1% | -58.1% | +144.3% | +107.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling