+64.5%
HUM vs FRMI
-79.6%
+144.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.6% | -1.0% |
| 7D | +4.2% | +2.4% | +1.8% | +4.3% |
| 30D | +10.4% | -17.3% | +27.7% | +10.0% |
| 3M | +15.1% | -17.2% | +32.2% | +15.3% |
| 6M | +120.9% | -43.4% | +164.3% | +117.2% |
| YTD | +57.9% | -36.0% | +93.9% | +57.2% |
| All | +64.5% | -79.6% | +144.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling