+165.5%
B vs HUM
-5.3%
+170.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -7.3% | +3.7% | -11.1% | -7.4% |
| 30D | -3.3% | +5.5% | -8.9% | -3.4% |
| 3M | -7.8% | +17.1% | -24.9% | -8.0% |
| 6M | -15.5% | +48.3% | -63.8% | -15.8% |
| YTD | -12.3% | +77.4% | -89.6% | -12.9% |
| 1Y | +5.4% | +92.6% | -87.2% | +4.5% |
| 3Y | +165.5% | -6.1% | +171.6% | +168.2% |
| All | +165.5% | -5.3% | +170.9% | +168.2% |
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 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