-99.6%
DFNS vs HUM
+51.1%
-150.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.1% | -18.2% | -18.3% |
| 7D | -27.7% | +1.6% | -29.2% | -27.5% |
| 30D | -58.0% | +3.5% | -61.5% | -57.7% |
| 3M | -94.0% | +15.5% | -109.5% | -93.8% |
| 6M | -94.6% | +76.2% | -170.8% | -94.7% |
| YTD | -99.4% | +64.5% | -164.0% | -99.5% |
| 1Y | -99.6% | +50.0% | -149.7% | -99.6% |
| All | -99.6% | +51.1% | -150.7% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling