+947.8%
HUM vs FN
+3,082.8%
-2,135.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.3% | +3.9% |
| 7D | +4.8% | -4.1% | +8.9% | +4.9% |
| 30D | +1.6% | -28.3% | +30.0% | +3.9% |
| 3M | +13.8% | -33.9% | +47.7% | +16.7% |
| 6M | +60.0% | -43.9% | +103.9% | +65.0% |
| YTD | +72.7% | -23.4% | +96.1% | +71.2% |
| 1Y | +86.1% | -25.4% | +111.5% | +84.6% |
| 3Y | -7.8% | +107.9% | -115.7% | -20.1% |
| 5Y | +2.7% | +195.1% | -192.4% | -16.2% |
| 10Y | +147.3% | +794.1% | -646.8% | +75.4% |
| All | +947.8% | +3,082.8% | -2,135.0% | +515.3% |
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