-30.5%
BABA vs HUM
+1.5%
-32.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -2.2% | -0.2% | -1.9% | -2.2% |
| 30D | -17.3% | +3.7% | -21.0% | -17.3% |
| 3M | -7.8% | +10.4% | -18.2% | -7.8% |
| 6M | -16.8% | +125.7% | -142.5% | -17.0% |
| YTD | -24.7% | +57.3% | -82.0% | -24.7% |
| 1Y | -24.9% | +48.6% | -73.6% | -24.9% |
| 3Y | +29.1% | -11.3% | +40.4% | +31.5% |
| 5Y | -30.5% | +0.8% | -31.3% | -38.2% |
| All | -30.5% | +1.5% | -32.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling