+858.4%
HUM vs FN
+3,620.5%
-2,762.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.5% |
| 7D | +4.2% | -1.7% | +5.8% | +4.3% |
| 30D | +10.4% | -22.0% | +32.4% | +12.3% |
| 3M | +15.1% | -43.0% | +58.1% | +19.5% |
| 6M | +120.9% | -27.7% | +148.7% | +123.2% |
| YTD | +57.9% | -10.5% | +68.5% | +55.6% |
| 1Y | +30.6% | +12.5% | +18.1% | +25.4% |
| 3Y | -9.6% | +153.8% | -163.4% | -22.6% |
| 5Y | +1.6% | +288.0% | -286.4% | -18.9% |
| 10Y | +146.4% | +906.4% | -760.0% | +74.0% |
| All | +858.4% | +3,620.5% | -2,762.1% | +459.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling