+147.6%
HUM vs FTV
+89.3%
+58.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | +4.7% | -8.3% | +13.0% | +7.8% |
| 3M | +13.5% | -7.4% | +20.9% | +16.2% |
| 6M | +126.7% | -1.2% | +127.9% | +126.5% |
| YTD | +58.5% | +2.7% | +55.9% | +55.9% |
| 1Y | +31.7% | +18.4% | +13.3% | +23.2% |
| 3Y | -10.6% | -2.0% | -8.6% | -12.3% |
| 5Y | +2.5% | +3.4% | -0.9% | -3.7% |
| 10Y | +148.7% | +78.5% | +70.2% | +96.0% |
| All | +147.6% | +89.3% | +58.2% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling