+4,424.6%
HUM vs FTI
+2,107.5%
+2,317.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | +3.7% | +5.0% | -1.3% | +2.8% |
| 3M | +10.4% | +13.8% | -3.4% | +7.6% |
| 6M | +125.7% | +22.9% | +102.8% | +116.7% |
| YTD | +57.3% | +75.0% | -17.6% | +41.6% |
| 1Y | +48.6% | +96.9% | -48.3% | +30.7% |
| 3Y | -11.3% | +276.7% | -288.0% | -32.6% |
| 5Y | +0.8% | +1,157.0% | -1,156.2% | -42.0% |
| 10Y | +146.7% | +310.7% | -164.0% | +56.6% |
| All | +4,424.6% | +2,107.5% | +2,317.1% | +1,461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling