-11.8%
HUM vs FICO
+3.0%
-14.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.4% |
| 7D | +4.2% | -19.2% | +23.3% | +6.2% |
| 30D | +10.4% | -14.6% | +25.0% | +11.8% |
| 3M | +15.1% | -20.1% | +35.2% | +16.6% |
| 6M | +120.9% | -36.3% | +157.2% | +128.6% |
| YTD | +57.9% | -44.9% | +102.8% | +65.4% |
| 1Y | +30.6% | -38.6% | +69.2% | +34.9% |
| All | -11.8% | +3.0% | -14.7% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling