+593.6%
HUM vs FIVE
+846.9%
-253.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | +2.7% | +1.1% | +3.4% |
| 30D | +5.5% | +12.7% | -7.2% | +3.8% |
| 3M | +17.1% | +2.1% | +15.1% | +16.5% |
| 6M | +48.3% | +17.5% | +30.8% | +44.3% |
| YTD | +77.4% | +31.0% | +46.4% | +69.5% |
| 1Y | +92.6% | +67.7% | +24.8% | +78.3% |
| 3Y | -6.1% | +43.4% | -49.5% | -13.4% |
| 5Y | +6.2% | +18.1% | -11.8% | -1.6% |
| 10Y | +153.6% | +508.8% | -355.2% | +76.7% |
| All | +593.6% | +846.9% | -253.4% | +305.5% |
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