+17.6%
ABNB vs HUM
+6.0%
+11.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +1.3% |
| 7D | -6.5% | +2.1% | -8.5% | -6.6% |
| 30D | -5.5% | +5.4% | -10.9% | -5.9% |
| 3M | +30.0% | +11.4% | +18.6% | +28.8% |
| 6M | +27.6% | +141.5% | -113.9% | +18.5% |
| YTD | +25.4% | +61.2% | -35.8% | +19.7% |
| 1Y | +38.3% | +49.2% | -10.8% | +32.4% |
| 3Y | +15.5% | -9.0% | +24.6% | +14.1% |
| 5Y | +3.0% | +7.2% | -4.2% | +3.3% |
| All | +17.6% | +6.0% | +11.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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