+125.6%
DAL vs HUM
+152.0%
-26.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.4% |
| 7D | +10.7% | +4.8% | +5.9% | +9.4% |
| 30D | +12.5% | +1.6% | +10.9% | +12.0% |
| 3M | +3.6% | +13.8% | -10.2% | +0.1% |
| 6M | +26.7% | +60.0% | -33.3% | +12.1% |
| YTD | +34.3% | +72.7% | -38.4% | +14.9% |
| 1Y | +59.1% | +86.1% | -27.0% | +33.4% |
| 3Y | +179.9% | -7.8% | +187.7% | +175.6% |
| 5Y | +119.1% | +2.7% | +116.4% | +100.1% |
| 10Y | +125.6% | +147.3% | -21.7% | +65.1% |
| All | +125.6% | +152.0% | -26.3% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling