+143.0%
HUM vs FIVE
+505.3%
-362.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +7.7% | +2.4% | +5.3% | +7.4% |
| 30D | +5.8% | +15.8% | -10.1% | +3.6% |
| 3M | +14.3% | +3.8% | +10.6% | +13.5% |
| 6M | +50.9% | +18.5% | +32.4% | +46.5% |
| YTD | +74.9% | +31.2% | +43.7% | +66.8% |
| 1Y | +86.9% | +61.8% | +25.1% | +73.2% |
| 3Y | -6.7% | +39.9% | -46.5% | -13.2% |
| 5Y | +4.8% | +18.3% | -13.6% | -2.3% |
| All | +143.0% | +505.3% | -362.4% | +80.9% |
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