+1,044.0%
C vs HUM
+6,259.1%
-5,215.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.4% |
| 7D | +4.2% | +3.7% | +0.4% | +3.1% |
| 30D | +2.0% | +5.5% | -3.5% | +0.3% |
| 3M | -10.1% | +17.1% | -27.3% | -14.3% |
| 6M | +1.0% | +48.3% | -47.3% | -10.3% |
| YTD | +8.5% | +77.4% | -68.9% | -10.0% |
| 1Y | +25.7% | +92.6% | -66.8% | +1.8% |
| 3Y | +216.0% | -6.1% | +222.1% | +197.5% |
| 5Y | +112.3% | +6.2% | +106.1% | +87.3% |
| 10Y | +217.8% | +153.6% | +64.2% | +114.6% |
| All | +1,044.0% | +6,259.1% | -5,215.1% | +145.7% |
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