+724.9%
DELL vs HUM
-9.4%
+734.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.3% | +9.7% | +11.8% |
| 7D | +8.2% | +2.1% | +6.2% | +8.0% |
| 30D | +17.1% | +5.4% | +11.7% | +16.6% |
| 3M | +45.2% | +11.4% | +33.7% | +44.1% |
| 6M | +286.8% | +141.5% | +145.3% | +270.6% |
| YTD | +354.8% | +61.2% | +293.6% | +337.3% |
| 1Y | +358.3% | +49.2% | +309.1% | +340.9% |
| 3Y | +724.9% | -9.0% | +733.9% | +622.8% |
| All | +724.9% | -9.4% | +734.3% | +622.8% |
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