+517.6%
HUM vs FIVE
+868.1%
-350.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.9% |
| 7D | +4.2% | +4.3% | -0.1% | +3.6% |
| 30D | +10.4% | +12.5% | -2.1% | +8.6% |
| 3M | +15.1% | +31.2% | -16.2% | +11.0% |
| 6M | +120.9% | +14.4% | +106.6% | +115.4% |
| YTD | +57.9% | +33.9% | +24.0% | +50.8% |
| 1Y | +30.6% | +65.1% | -34.5% | +21.2% |
| 3Y | -9.6% | +49.0% | -58.6% | -17.0% |
| 5Y | +1.6% | +30.3% | -28.7% | -7.4% |
| 10Y | +146.4% | +481.1% | -334.7% | +72.5% |
| All | +517.6% | +868.1% | -350.6% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling