+1,106.1%
DIA vs HUM
+2,174.9%
-1,068.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.7% | +3.7% | -6.4% | -3.3% |
| 3M | +3.3% | +10.4% | -7.1% | +1.3% |
| 6M | +10.4% | +125.7% | -115.3% | -4.7% |
| YTD | +10.0% | +57.3% | -47.4% | +0.3% |
| 1Y | +16.2% | +48.6% | -32.5% | +6.4% |
| 3Y | +58.7% | -11.3% | +70.1% | +54.9% |
| 5Y | +63.6% | +0.8% | +62.8% | +54.1% |
| 10Y | +251.0% | +146.7% | +104.4% | +182.2% |
| All | +1,106.1% | +2,174.9% | -1,068.8% | +515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling