-10.6%
HUM vs FIVE
+59.0%
-69.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.4% |
| 7D | +2.1% | +3.7% | -1.6% | +2.0% |
| 30D | +4.7% | +4.0% | +0.7% | +4.6% |
| 3M | +13.5% | +36.2% | -22.7% | +13.1% |
| 6M | +126.7% | +18.0% | +108.7% | +125.8% |
| YTD | +58.5% | +34.9% | +23.7% | +57.4% |
| 1Y | +31.7% | +67.9% | -36.2% | +30.5% |
| 3Y | -10.6% | +57.3% | -68.0% | -4.1% |
| All | -10.6% | +59.0% | -69.7% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling