+152.3%
HUM vs FIVE
+491.7%
-339.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | +2.1% | -3.0% | +5.1% | +2.5% |
| 30D | +5.4% | +2.7% | +2.7% | +4.9% |
| 3M | +11.4% | +21.1% | -9.7% | +8.4% |
| 6M | +141.5% | +11.9% | +129.6% | +135.8% |
| YTD | +61.2% | +29.9% | +31.3% | +54.1% |
| 1Y | +49.2% | +67.8% | -18.6% | +37.4% |
| 3Y | -9.0% | +52.8% | -61.8% | -17.0% |
| 5Y | +7.2% | +31.3% | -24.1% | -2.6% |
| All | +152.3% | +491.7% | -339.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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