-6.9%
HUM vs FIVE
+42.3%
-49.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | +6.9% | -0.5% | +7.4% | +6.9% |
| 30D | +3.2% | +17.4% | -14.2% | +2.9% |
| 3M | +20.0% | +7.0% | +12.9% | +19.8% |
| 6M | +63.5% | +20.5% | +43.0% | +62.8% |
| YTD | +75.9% | +33.1% | +42.8% | +74.7% |
| 1Y | +85.7% | +67.1% | +18.6% | +83.9% |
| All | -6.9% | +42.3% | -49.1% | -4.0% |
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