+6.8%
BABA vs HUM
+271.4%
-264.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -13.8% | +3.7% | -17.5% | -14.1% |
| 30D | -15.1% | +5.5% | -20.6% | -15.6% |
| 3M | -22.7% | +17.1% | -39.9% | -24.1% |
| 6M | -34.7% | +48.3% | -83.0% | -37.6% |
| YTD | -35.0% | +77.4% | -112.4% | -39.4% |
| 1Y | -40.4% | +92.6% | -133.0% | -45.1% |
| 3Y | +21.9% | -6.1% | +28.0% | +22.3% |
| 5Y | -39.9% | +6.2% | -46.1% | -42.5% |
| 10Y | +7.9% | +153.6% | -145.8% | -17.1% |
| All | +6.8% | +271.4% | -264.5% | -26.3% |
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