+912.3%
HUM vs FN
+3,241.9%
-2,329.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.9% | -14.3% | -3.4% |
| 7D | +3.1% | +16.3% | -13.2% | +1.6% |
| 30D | -1.8% | -24.7% | +23.0% | 0.0% |
| 3M | +10.2% | -34.9% | +45.1% | +13.1% |
| 6M | +54.6% | -41.1% | +95.7% | +58.9% |
| YTD | +66.8% | -19.6% | +86.4% | +64.8% |
| 1Y | +70.1% | -18.5% | +88.6% | +67.4% |
| 3Y | -11.3% | +119.1% | -130.5% | -23.5% |
| 5Y | -1.2% | +206.9% | -208.1% | -19.6% |
| 10Y | +147.8% | +826.4% | -678.7% | +75.3% |
| All | +912.3% | +3,241.9% | -2,329.6% | +492.2% |
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