-55.9%
ADBE vs HUM
-11.4%
-44.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -12.9% | -1.4% | -11.5% | -12.8% |
| 30D | -5.6% | +7.5% | -13.1% | -6.1% |
| 3M | +6.6% | +10.2% | -3.6% | +5.7% |
| 6M | -9.6% | +132.5% | -142.1% | -15.7% |
| YTD | -28.9% | +57.6% | -86.5% | -31.7% |
| 1Y | -28.9% | +48.6% | -77.5% | -31.5% |
| All | -55.9% | -11.4% | -44.6% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling