+14.4%
BABA vs HUM
+147.1%
-132.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | -15.1% | +7.5% | -22.6% | -15.6% |
| 3M | -5.0% | +10.2% | -15.3% | -6.0% |
| 6M | -19.9% | +132.5% | -152.5% | -26.1% |
| YTD | -25.3% | +57.6% | -82.9% | -28.7% |
| 1Y | -23.9% | +48.6% | -72.5% | -27.2% |
| 3Y | +28.1% | -11.2% | +39.3% | +29.4% |
| 5Y | -31.4% | +4.8% | -36.2% | -34.6% |
| All | +14.4% | +147.1% | -132.7% | -6.0% |
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