-99.9%
DFNS vs HUM
-9.4%
-90.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | +0.5% |
| 7D | -6.3% | +2.1% | -8.4% | -3.7% |
| 30D | -74.0% | +5.4% | -79.4% | -71.4% |
| 3M | -70.1% | +11.4% | -81.6% | -65.5% |
| 6M | -93.9% | +141.5% | -235.4% | -79.7% |
| YTD | -98.1% | +61.2% | -159.3% | -96.7% |
| 1Y | -98.3% | +49.2% | -147.4% | -97.5% |
| 3Y | -99.9% | -9.0% | -90.8% | -99.8% |
| All | -99.9% | -9.4% | -90.5% | -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 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