-9.0%
HUM vs FTI
+267.9%
-276.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | +2.1% | -4.4% | +6.4% | +2.2% |
| 30D | +5.4% | +1.5% | +3.9% | +5.3% |
| 3M | +11.4% | +8.2% | +3.2% | +11.1% |
| 6M | +141.5% | +18.8% | +122.7% | +140.3% |
| YTD | +61.2% | +71.7% | -10.5% | +59.0% |
| 1Y | +49.2% | +90.0% | -40.9% | +47.1% |
| 3Y | -9.0% | +270.5% | -279.5% | -6.8% |
| All | -9.0% | +267.9% | -276.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling