+30.2%
DIS vs HUM
-11.5%
+41.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.8% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +1.0% | +3.7% | -2.7% | +0.8% |
| 3M | +5.7% | +10.4% | -4.7% | +5.0% |
| 6M | +3.3% | +125.7% | -122.5% | -1.7% |
| YTD | -7.7% | +57.3% | -65.1% | -10.6% |
| 1Y | -10.0% | +48.6% | -58.6% | -12.7% |
| All | +30.2% | -11.5% | +41.7% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling