+152.2%
HUM vs USFD
+325.1%
-172.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.1% | -3.3% | +5.4% | +2.8% |
| 30D | +4.7% | -5.3% | +10.0% | +5.8% |
| 3M | +13.5% | +18.8% | -5.3% | +9.3% |
| 6M | +126.7% | +14.3% | +112.4% | +119.3% |
| YTD | +58.5% | +36.9% | +21.7% | +46.8% |
| 1Y | +31.7% | +31.7% | 0.0% | +22.9% |
| 3Y | -10.6% | +164.5% | -175.1% | -28.7% |
| 5Y | +2.5% | +212.6% | -210.1% | -22.8% |
| 10Y | +148.7% | +329.7% | -181.1% | +67.7% |
| All | +152.2% | +325.1% | -172.9% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling