+583.8%
HUM vs FIVE
+848.8%
-265.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +14.3% | +3.8% | +10.6% | +13.5% |
| 6M | +50.9% | +18.5% | +32.4% | +46.7% |
| YTD | +74.9% | +31.2% | +43.7% | +67.1% |
| 1Y | +86.9% | +61.8% | +25.1% | +73.8% |
| 3Y | -6.7% | +39.9% | -46.5% | -13.6% |
| 5Y | +4.8% | +18.3% | -13.6% | -3.0% |
| 10Y | +150.1% | +510.0% | -359.9% | +74.2% |
| All | +583.8% | +848.8% | -265.0% | +299.8% |
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