+28.2%
BABA vs HUM
+230.7%
-202.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -4.8% | +4.2% | -8.9% | -5.2% |
| 30D | -11.9% | +10.4% | -22.3% | -12.8% |
| 3M | -9.3% | +15.1% | -24.3% | -10.7% |
| 6M | -14.2% | +120.9% | -135.2% | -21.6% |
| YTD | -22.0% | +57.9% | -80.0% | -26.3% |
| 1Y | -12.7% | +30.6% | -43.3% | -16.0% |
| 3Y | +26.7% | -9.6% | +36.3% | +26.7% |
| 5Y | -29.3% | +1.6% | -30.9% | -32.6% |
| 10Y | +21.2% | +146.4% | -125.2% | -7.4% |
| All | +28.2% | +230.7% | -202.5% | -10.4% |
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