+215.4%
ADSK vs HUM
+152.7%
+62.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | -2.5% | +2.1% | -4.6% | -3.0% |
| 30D | -14.9% | +5.4% | -20.3% | -15.9% |
| 3M | +3.3% | +11.4% | -8.1% | +0.3% |
| 6M | -15.7% | +141.5% | -157.2% | -32.2% |
| YTD | -28.2% | +61.2% | -89.4% | -37.1% |
| 1Y | -34.5% | +49.2% | -83.7% | -41.9% |
| 3Y | -2.9% | -9.0% | +6.1% | -4.7% |
| 5Y | -25.3% | +7.2% | -32.5% | -33.2% |
| All | +215.4% | +152.7% | +62.7% | +122.1% |
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 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