+135.0%
DAL vs HUM
+148.3%
-13.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -11.7% | +3.7% | -15.4% | -12.6% |
| 3M | -2.7% | +10.4% | -13.1% | -5.3% |
| 6M | +30.7% | +125.7% | -95.1% | +5.5% |
| YTD | +14.4% | +57.3% | -43.0% | +0.3% |
| 1Y | +31.2% | +48.6% | -17.4% | +15.8% |
| 3Y | +99.4% | -11.3% | +110.8% | +96.6% |
| 5Y | +98.6% | +0.8% | +97.7% | +80.2% |
| 10Y | +135.0% | +146.7% | -11.7% | +54.3% |
| All | +135.0% | +148.3% | -13.3% | +54.3% |
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