+31.9%
DIS vs HUM
+153.9%
-122.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +1.9% | +3.7% | -1.8% | +1.2% |
| 30D | +9.2% | +5.5% | +3.6% | +8.0% |
| 3M | +13.5% | +17.1% | -3.6% | +10.1% |
| 6M | +14.3% | +48.3% | -34.0% | +5.6% |
| YTD | +5.4% | +77.4% | -72.0% | -7.0% |
| 1Y | +12.2% | +92.6% | -80.4% | -2.7% |
| 3Y | +37.2% | -6.1% | +43.3% | +35.9% |
| 5Y | -23.1% | +6.2% | -29.4% | -28.7% |
| All | +31.9% | +153.9% | -122.0% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling