+25.7%
C vs HUM
+89.6%
-63.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.2% |
| 7D | +4.2% | +3.7% | +0.4% | +3.6% |
| 30D | +2.0% | +5.5% | -3.5% | +1.2% |
| 3M | -10.1% | +17.1% | -27.3% | -12.1% |
| 6M | +1.0% | +48.3% | -47.3% | -4.2% |
| YTD | +8.5% | +77.4% | -68.9% | -2.3% |
| 1Y | +25.7% | +92.6% | -66.8% | +9.6% |
| All | +25.7% | +89.6% | -63.8% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling