+152.3%
HUM vs USFD
+307.1%
-154.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | +2.1% | -8.4% | +10.4% | +3.9% |
| 30D | +5.4% | -14.1% | +19.5% | +8.6% |
| 3M | +11.4% | +4.5% | +6.9% | +10.1% |
| 6M | +141.5% | +4.4% | +137.1% | +137.9% |
| YTD | +61.2% | +26.6% | +34.6% | +51.5% |
| 1Y | +49.2% | +19.4% | +29.8% | +41.9% |
| 3Y | -9.0% | +144.6% | -153.6% | -26.4% |
| 5Y | +7.2% | +194.5% | -187.4% | -18.5% |
| All | +152.3% | +307.1% | -154.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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