+75.9%
DE vs HUM
-9.4%
+85.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -2.6% | +2.1% | -4.6% | -2.7% |
| 30D | +9.0% | +5.4% | +3.6% | +8.7% |
| 3M | +19.1% | +11.4% | +7.7% | +18.3% |
| 6M | +14.4% | +141.5% | -127.1% | +8.3% |
| YTD | +45.9% | +61.2% | -15.2% | +41.3% |
| 1Y | +43.6% | +49.2% | -5.5% | +39.4% |
| 3Y | +75.9% | -9.0% | +84.9% | +62.5% |
| All | +75.9% | -9.4% | +85.2% | +62.5% |
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