+30.6%
HUM vs FTV
+21.5%
+9.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +4.2% | -4.6% | +8.8% | +5.8% |
| 30D | +10.4% | -7.2% | +17.5% | +13.2% |
| 3M | +15.1% | -7.3% | +22.3% | +17.9% |
| 6M | +120.9% | -1.6% | +122.5% | +120.1% |
| YTD | +57.9% | +3.3% | +54.6% | +53.4% |
| 1Y | +30.6% | +20.2% | +10.4% | +20.1% |
| All | +30.6% | +21.5% | +9.0% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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