+49.2%
HUM vs FIGR
-3.1%
+52.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +2.3% |
| 7D | +2.1% | -3.0% | +5.1% | +2.1% |
| 30D | +5.4% | +13.7% | -8.3% | +5.2% |
| 3M | +11.4% | +23.9% | -12.5% | +11.0% |
| 6M | +141.5% | -8.4% | +149.9% | +140.3% |
| YTD | +61.2% | -14.6% | +75.8% | +60.2% |
| 1Y | +49.2% | +12.1% | +37.1% | +51.2% |
| All | +49.2% | -3.1% | +52.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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