-11.3%
HUM vs FN
+112.9%
-124.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.9% | -14.3% | -2.6% |
| 7D | +3.1% | +16.3% | -13.2% | +2.8% |
| 30D | -1.8% | -24.7% | +23.0% | -1.7% |
| 3M | +10.2% | -34.9% | +45.1% | +10.4% |
| 6M | +54.6% | -41.1% | +95.7% | +54.6% |
| YTD | +66.8% | -19.6% | +86.4% | +65.8% |
| 1Y | +70.1% | -18.5% | +88.6% | +68.9% |
| 3Y | -11.3% | +119.1% | -130.5% | -7.9% |
| All | -11.3% | +112.9% | -124.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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