-9.0%
HUM vs FIVN
-55.2%
+46.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.2% |
| 7D | +2.1% | -7.8% | +9.9% | +2.7% |
| 30D | +5.4% | -1.7% | +7.1% | +5.4% |
| 3M | +11.4% | +47.2% | -35.8% | +7.7% |
| 6M | +141.5% | +82.7% | +58.8% | +128.3% |
| YTD | +61.2% | +52.9% | +8.3% | +54.3% |
| 1Y | +49.2% | +17.5% | +31.7% | +45.0% |
| 3Y | -9.0% | -55.8% | +46.8% | -9.8% |
| All | -9.0% | -55.2% | +46.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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