+351.3%
DAL vs HUM
+614.7%
-263.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +0.1% | +4.2% | -4.0% | -1.2% |
| 30D | -13.9% | +10.4% | -24.3% | -16.8% |
| 3M | +1.1% | +15.1% | -14.0% | -3.8% |
| 6M | +26.2% | +120.9% | -94.7% | -4.0% |
| YTD | +16.4% | +57.9% | -41.5% | -2.5% |
| 1Y | +33.9% | +30.6% | +3.3% | +17.9% |
| 3Y | +93.4% | -9.6% | +103.0% | +82.8% |
| 5Y | +106.4% | +1.6% | +104.8% | +80.9% |
| 10Y | +143.0% | +146.4% | -3.5% | +43.0% |
| All | +351.3% | +614.7% | -263.4% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling