-28.0%
ADBE vs HUM
+50.8%
-78.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.3% |
| 7D | -5.4% | +2.1% | -7.4% | -5.5% |
| 30D | -2.5% | +5.4% | -7.9% | -2.7% |
| 3M | +15.3% | +11.4% | +3.9% | +14.2% |
| 6M | -7.8% | +141.5% | -149.4% | -15.3% |
| YTD | -27.9% | +61.2% | -89.1% | -30.7% |
| 1Y | -28.0% | +49.2% | -77.2% | -30.2% |
| All | -28.0% | +50.8% | -78.8% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling