-24.5%
ADSK vs HUM
+6.5%
-31.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.1% |
| 7D | -2.5% | +2.1% | -4.6% | -2.8% |
| 30D | -14.9% | +5.4% | -20.3% | -15.4% |
| 3M | +3.3% | +11.4% | -8.1% | +1.7% |
| 6M | -15.7% | +141.5% | -157.2% | -25.0% |
| YTD | -28.2% | +61.2% | -89.4% | -33.2% |
| 1Y | -34.5% | +49.2% | -83.7% | -38.6% |
| 3Y | -2.9% | -9.0% | +6.1% | -3.5% |
| All | -24.5% | +6.5% | -31.0% | -32.2% |
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 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