-33.4%
BABA vs HUM
+2.1%
-35.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -2.5% |
| 7D | +2.4% | +4.8% | -2.5% | +2.3% |
| 30D | -7.8% | +1.6% | -9.4% | -7.8% |
| 3M | -22.4% | +13.8% | -36.2% | -22.4% |
| 6M | -26.0% | +60.0% | -86.0% | -25.8% |
| YTD | -29.3% | +72.7% | -101.9% | -29.0% |
| 1Y | -37.5% | +86.1% | -123.6% | -37.3% |
| 3Y | +31.9% | -7.8% | +39.8% | +34.0% |
| 5Y | -33.4% | +2.7% | -36.1% | -36.8% |
| All | -33.4% | +2.1% | -35.6% | -36.8% |
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