+152.3%
HUM vs FTV
+80.7%
+71.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.1% |
| 7D | +2.1% | -4.0% | +6.0% | +3.5% |
| 30D | +5.4% | -11.0% | +16.4% | +9.8% |
| 3M | +11.4% | -8.4% | +19.8% | +14.6% |
| 6M | +141.5% | -2.6% | +144.1% | +142.4% |
| YTD | +61.2% | -0.6% | +61.8% | +60.3% |
| 1Y | +49.2% | +11.0% | +38.2% | +42.5% |
| 3Y | -9.0% | -6.3% | -2.7% | -9.3% |
| 5Y | +7.2% | -1.5% | +8.7% | +2.4% |
| All | +152.3% | +80.7% | +71.6% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling