+459.9%
DDOG vs HUM
+56.9%
+403.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -6.1% | +2.1% | -8.2% | -6.4% |
| 30D | -10.1% | +4.7% | -14.8% | -10.8% |
| 3M | -9.3% | +13.5% | -22.8% | -11.2% |
| 6M | +67.2% | +126.7% | -59.5% | +47.6% |
| YTD | +54.6% | +58.5% | -4.0% | +42.5% |
| 1Y | +54.1% | +31.7% | +22.3% | +45.5% |
| 3Y | +115.3% | -10.6% | +125.9% | +117.6% |
| 5Y | +50.6% | +2.5% | +48.1% | +42.1% |
| All | +459.9% | +56.9% | +403.0% | +378.9% |
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