+152.3%
HUM vs USFR
+28.1%
+124.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +2.1% | +0.1% | +1.9% | +2.1% |
| 30D | +5.4% | +0.4% | +5.0% | +5.4% |
| 3M | +11.4% | +1.0% | +10.4% | +11.5% |
| 6M | +141.5% | +2.0% | +139.5% | +141.9% |
| YTD | +61.2% | +2.8% | +58.4% | +61.7% |
| 1Y | +49.2% | +4.1% | +45.1% | +50.1% |
| 3Y | -9.0% | +14.1% | -23.2% | -8.4% |
| 5Y | +7.2% | +20.6% | -13.4% | +6.9% |
| All | +152.3% | +28.1% | +124.2% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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