+105.0%
DAL vs HUM
+150.3%
-45.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.1% |
| 7D | +1.4% | +7.7% | -6.4% | -0.4% |
| 30D | +9.1% | +5.8% | +3.3% | +7.6% |
| 3M | -3.5% | +14.3% | -17.8% | -6.8% |
| 6M | +23.4% | +50.9% | -27.5% | +10.8% |
| YTD | +26.0% | +74.9% | -48.8% | +7.6% |
| 1Y | +44.6% | +86.9% | -42.3% | +21.2% |
| 3Y | +162.7% | -6.7% | +169.4% | +157.9% |
| 5Y | +113.0% | +4.8% | +108.2% | +93.4% |
| All | +105.0% | +150.3% | -45.3% | +51.4% |
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 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