+1,154.5%
C vs HUM
+5,584.1%
-4,429.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +3.2% | +2.1% | +1.1% | +2.6% |
| 30D | +1.3% | +4.7% | -3.4% | 0.0% |
| 3M | +3.1% | +13.5% | -10.4% | -0.8% |
| 6M | +29.6% | +126.7% | -97.1% | +2.0% |
| YTD | +19.0% | +58.5% | -39.6% | +2.2% |
| 1Y | +45.6% | +31.7% | +13.9% | +30.2% |
| 3Y | +269.3% | -10.6% | +279.9% | +252.6% |
| 5Y | +131.6% | +2.5% | +129.1% | +106.7% |
| 10Y | +286.5% | +148.7% | +137.9% | +163.4% |
| All | +1,154.5% | +5,584.1% | -4,429.6% | +179.0% |
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