+4,521.4%
DELL vs HUM
+141.8%
+4,379.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | +14.9% | +7.5% | +7.4% | +13.1% |
| 3M | +37.2% | +10.2% | +27.0% | +34.2% |
| 6M | +254.0% | +132.5% | +121.5% | +193.6% |
| YTD | +306.1% | +57.6% | +248.5% | +262.1% |
| 1Y | +312.3% | +48.6% | +263.7% | +269.9% |
| 3Y | +654.0% | -11.2% | +665.2% | +641.9% |
| 5Y | +1,055.3% | +4.8% | +1,050.5% | +928.9% |
| 10Y | +3,948.9% | +147.1% | +3,801.8% | +2,947.5% |
| All | +4,521.4% | +141.8% | +4,379.6% | +3,363.4% |
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