+803.7%
B vs HUM
+5,562.3%
-4,758.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.2% |
| 7D | -1.6% | +4.2% | -5.7% | -1.8% |
| 30D | +9.4% | +10.4% | -0.9% | +9.0% |
| 3M | +5.0% | +15.1% | -10.1% | +4.3% |
| 6M | -3.5% | +120.9% | -124.5% | -7.1% |
| YTD | +4.5% | +57.9% | -53.5% | +2.0% |
| 1Y | +67.8% | +30.6% | +37.2% | +64.8% |
| 3Y | +196.7% | -9.6% | +206.3% | +194.5% |
| 5Y | +151.9% | +1.6% | +150.3% | +147.8% |
| 10Y | +202.2% | +146.4% | +55.7% | +183.6% |
| All | +803.7% | +5,562.3% | -4,758.5% | +685.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling