+64.1%
DIA vs HUM
+6.5%
+57.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.7% |
| 7D | -1.6% | +2.1% | -3.6% | -1.8% |
| 30D | -2.0% | +5.4% | -7.4% | -2.6% |
| 3M | +3.6% | +11.4% | -7.8% | +2.2% |
| 6M | +11.5% | +141.5% | -130.0% | +0.1% |
| YTD | +10.4% | +61.2% | -50.8% | +3.5% |
| 1Y | +15.6% | +49.2% | -33.6% | +9.1% |
| 3Y | +58.9% | -9.0% | +67.9% | +58.8% |
| All | +64.1% | +6.5% | +57.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling