-60.9%
ADBE vs HUM
+6.5%
-67.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.2% |
| 7D | -5.4% | +2.1% | -7.4% | -5.5% |
| 30D | -2.5% | +5.4% | -7.9% | -3.0% |
| 3M | +15.3% | +11.4% | +3.9% | +13.9% |
| 6M | -7.8% | +141.5% | -149.4% | -15.9% |
| YTD | -27.9% | +61.2% | -89.1% | -31.6% |
| 1Y | -28.0% | +49.2% | -77.2% | -31.3% |
| 3Y | -55.3% | -9.0% | -46.3% | -55.8% |
| All | -60.9% | +6.5% | -67.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling