+98.1%
HUM vs FND
+57.3%
+40.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.2% | -0.8% | +0.5% | -0.2% |
| 30D | +3.7% | -19.6% | +23.3% | +7.0% |
| 3M | +10.4% | -4.3% | +14.7% | +10.3% |
| 6M | +125.7% | -20.4% | +146.2% | +130.8% |
| YTD | +57.3% | -21.9% | +79.2% | +60.8% |
| 1Y | +48.6% | -45.2% | +93.8% | +60.6% |
| 3Y | -11.3% | -49.2% | +37.9% | -6.1% |
| 5Y | +0.8% | -61.8% | +62.6% | +8.3% |
| All | +98.1% | +57.3% | +40.8% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling