+100.0%
DAL vs HUM
-11.4%
+111.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | +3.4% | +2.1% | +1.3% | +3.2% |
| 30D | -13.6% | +4.7% | -18.3% | -13.9% |
| 3M | +1.2% | +13.5% | -12.3% | 0.0% |
| 6M | +34.5% | +126.7% | -92.2% | +23.9% |
| YTD | +14.7% | +58.5% | -43.9% | +9.2% |
| 1Y | +29.2% | +31.7% | -2.5% | +24.5% |
| 3Y | +100.0% | -10.6% | +110.6% | +81.2% |
| All | +100.0% | -11.4% | +111.4% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling