+953.3%
ASX vs HUM
+152.7%
+800.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -1.3% |
| 7D | +5.2% | +2.1% | +3.2% | +4.9% |
| 30D | +0.5% | +5.4% | -4.9% | -0.4% |
| 3M | +8.3% | +11.4% | -3.1% | +6.3% |
| 6M | +82.0% | +141.5% | -59.5% | +56.6% |
| YTD | +147.6% | +61.2% | +86.4% | +126.1% |
| 1Y | +258.8% | +49.2% | +209.7% | +230.4% |
| 3Y | +452.1% | -9.0% | +461.1% | +449.0% |
| 5Y | +441.7% | +7.2% | +434.6% | +394.1% |
| All | +953.3% | +152.7% | +800.6% | +721.7% |
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