+32.9%
BABA vs HUM
-11.4%
+44.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.2% | +2.1% | -2.2% | -0.1% |
| 30D | -12.3% | +4.7% | -17.0% | -12.2% |
| 3M | -5.3% | +13.5% | -18.8% | -5.0% |
| 6M | -13.1% | +126.7% | -139.7% | -11.6% |
| YTD | -22.4% | +58.5% | -81.0% | -21.5% |
| 1Y | -19.5% | +31.7% | -51.2% | -18.9% |
| 3Y | +32.9% | -10.6% | +43.6% | +35.3% |
| All | +32.9% | -11.4% | +44.4% | +35.3% |
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 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