-7.3%
DIS vs HUM
+50.6%
-57.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.3% | -1.4% | +0.2% | -1.2% |
| 30D | +2.2% | +7.5% | -5.3% | +1.8% |
| 3M | +8.1% | +10.2% | -2.1% | +7.1% |
| 6M | +5.2% | +132.5% | -127.3% | -3.3% |
| YTD | -6.3% | +57.6% | -63.9% | -10.9% |
| 1Y | -7.3% | +48.6% | -55.9% | -12.1% |
| All | -7.3% | +50.6% | -57.8% | -12.1% |
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