+7.6%
HUM vs FRSH
-72.5%
+80.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +2.1% | -6.6% | +8.7% | +2.5% |
| 30D | +5.4% | +2.1% | +3.3% | +5.1% |
| 3M | +11.4% | +29.0% | -17.5% | +9.0% |
| 6M | +141.5% | +48.6% | +92.9% | +133.5% |
| YTD | +61.2% | -2.9% | +64.1% | +60.1% |
| 1Y | +49.2% | -7.9% | +57.1% | +48.5% |
| 3Y | -9.0% | -46.5% | +37.5% | -8.1% |
| All | +7.6% | -72.5% | +80.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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