+851.5%
DE vs HUM
+152.7%
+698.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.8% |
| 7D | -2.6% | +2.1% | -4.6% | -3.0% |
| 30D | +9.0% | +5.4% | +3.6% | +7.8% |
| 3M | +19.1% | +11.4% | +7.7% | +16.1% |
| 6M | +14.4% | +141.5% | -127.1% | -7.0% |
| YTD | +45.9% | +61.2% | -15.2% | +28.8% |
| 1Y | +43.6% | +49.2% | -5.5% | +28.2% |
| 3Y | +75.9% | -9.0% | +84.9% | +73.6% |
| 5Y | +98.8% | +7.2% | +91.6% | +77.9% |
| All | +851.5% | +152.7% | +698.8% | +568.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling