-99.9%
DFNS vs HUM
+7.1%
-106.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.4% |
| 7D | +0.8% | +2.1% | -1.3% | +2.8% |
| 30D | -73.2% | +4.7% | -77.9% | -71.6% |
| 3M | -72.4% | +13.5% | -85.9% | -68.8% |
| 6M | -95.2% | +126.7% | -221.9% | -89.7% |
| YTD | -98.0% | +58.5% | -156.5% | -97.0% |
| 1Y | -98.3% | +31.7% | -130.0% | -97.8% |
| 3Y | -99.9% | -10.6% | -89.2% | -99.8% |
| 5Y | -99.9% | +2.5% | -102.3% | -99.8% |
| All | -99.9% | +7.1% | -106.9% | -99.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling