+8.3%
DIS vs HUM
+51.1%
-42.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +9.1% | +1.6% | +7.5% | +9.0% |
| 30D | +14.8% | +3.5% | +11.3% | +14.5% |
| 3M | +21.2% | +15.5% | +5.7% | +20.0% |
| 6M | +18.3% | +76.2% | -57.9% | +12.1% |
| YTD | +5.4% | +64.5% | -59.2% | -0.2% |
| 1Y | +8.3% | +50.0% | -41.8% | +3.3% |
| All | +8.3% | +51.1% | -42.8% | +3.3% |
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