+355.6%
HUM vs USFR
+27.6%
+328.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +7.5% | +0.3% | +7.2% | +7.4% |
| 3M | +10.2% | +1.0% | +9.3% | +10.0% |
| 6M | +132.5% | +1.9% | +130.6% | +131.9% |
| YTD | +57.6% | +2.7% | +54.9% | +57.1% |
| 1Y | +48.6% | +4.0% | +44.6% | +47.8% |
| 3Y | -11.2% | +14.1% | -25.2% | -13.0% |
| 5Y | +4.8% | +20.5% | -15.7% | +1.4% |
| 10Y | +147.1% | +28.0% | +119.1% | +137.5% |
| All | +355.6% | +27.6% | +328.0% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling