+2.5%
HUM vs FN
+299.7%
-297.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.3% |
| 7D | +2.1% | +3.5% | -1.5% | +2.0% |
| 30D | +4.7% | -26.0% | +30.7% | +5.4% |
| 3M | +13.5% | -33.3% | +46.8% | +14.3% |
| 6M | +126.7% | -14.9% | +141.6% | +126.1% |
| YTD | +58.5% | -8.6% | +67.1% | +57.2% |
| 1Y | +31.7% | +12.3% | +19.4% | +29.5% |
| 3Y | -10.6% | +174.4% | -185.0% | -17.0% |
| 5Y | +2.5% | +296.4% | -293.9% | -10.6% |
| All | +2.5% | +299.7% | -297.2% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling