+18.6%
DIA vs HUM
+31.0%
-12.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.2% | +4.2% | -4.3% | -0.4% |
| 30D | -1.5% | +10.4% | -11.9% | -2.1% |
| 3M | +3.8% | +15.1% | -11.3% | +2.9% |
| 6M | +10.3% | +120.9% | -110.7% | +4.8% |
| YTD | +12.1% | +57.9% | -45.8% | +8.8% |
| 1Y | +18.6% | +30.6% | -11.9% | +15.0% |
| All | +18.6% | +31.0% | -12.4% | +15.0% |
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