-98.3%
DFNS vs HUM
+31.0%
-129.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.2% |
| 7D | -16.0% | +4.2% | -20.1% | -14.7% |
| 30D | -77.7% | +10.4% | -88.1% | -76.8% |
| 3M | -77.2% | +15.1% | -92.2% | -76.5% |
| 6M | -95.2% | +120.9% | -216.1% | -94.5% |
| YTD | -98.0% | +57.9% | -155.9% | -97.8% |
| 1Y | -98.3% | +30.6% | -128.8% | -98.3% |
| All | -98.3% | +31.0% | -129.3% | -98.3% |
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