+114.2%
DAL vs HUM
-2.1%
+116.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.4% | +7.7% | +5.6% |
| 7D | +10.0% | +3.1% | +6.9% | +9.6% |
| 30D | +12.0% | -1.8% | +13.8% | +12.2% |
| 3M | +0.8% | +10.2% | -9.4% | -0.6% |
| 6M | +26.2% | +54.6% | -28.4% | +18.8% |
| YTD | +33.7% | +66.8% | -33.1% | +23.6% |
| 1Y | +57.6% | +70.1% | -12.5% | +45.2% |
| 3Y | +183.5% | -11.3% | +194.8% | +183.4% |
| 5Y | +114.2% | -1.2% | +115.4% | +99.1% |
| All | +114.2% | -2.1% | +116.3% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling