+102.9%
HUM vs FND
+56.5%
+46.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.1% |
| 7D | +2.1% | -5.8% | +7.8% | +2.9% |
| 30D | +5.4% | -20.2% | +25.6% | +8.9% |
| 3M | +11.4% | -12.0% | +23.4% | +12.8% |
| 6M | +141.5% | -18.5% | +160.0% | +145.9% |
| YTD | +61.2% | -22.3% | +83.4% | +64.8% |
| 1Y | +49.2% | -47.6% | +96.8% | +62.3% |
| 3Y | -9.0% | -49.8% | +40.7% | -3.5% |
| 5Y | +7.2% | -63.0% | +70.1% | +15.9% |
| All | +102.9% | +56.5% | +46.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling