+45.5%
DAL vs HUM
+89.6%
-44.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.5% |
| 7D | -1.1% | +3.7% | -4.8% | -1.5% |
| 30D | +12.8% | +5.5% | +7.3% | +12.1% |
| 3M | -5.3% | +17.1% | -22.4% | -7.0% |
| 6M | +22.4% | +48.3% | -25.9% | +16.7% |
| YTD | +25.6% | +77.4% | -51.8% | +16.5% |
| 1Y | +45.5% | +92.6% | -47.1% | +27.0% |
| All | +45.5% | +89.6% | -44.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling