+8.0%
HUM vs FICO
+91.4%
-83.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +3.7% | +2.2% | +1.5% | +3.5% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | +17.1% | -35.2% | +52.3% | +21.1% |
| 6M | +48.3% | -32.4% | +80.6% | +51.4% |
| YTD | +77.4% | -57.4% | +134.8% | +89.5% |
| 1Y | +92.6% | -58.5% | +151.1% | +106.2% |
| 3Y | -6.1% | -28.9% | +22.7% | -5.3% |
| All | +8.0% | +91.4% | -83.4% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling