-42.2%
DIS vs HUM
+1.5%
-43.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | +5.7% | +10.4% | -4.7% | +4.7% |
| 6M | +3.3% | +125.7% | -122.5% | -4.2% |
| YTD | -7.7% | +57.3% | -65.1% | -11.9% |
| 1Y | -10.0% | +48.6% | -58.6% | -13.9% |
| 3Y | +31.7% | -11.3% | +43.0% | +32.0% |
| 5Y | -42.2% | +0.8% | -43.0% | -46.5% |
| All | -42.2% | +1.5% | -43.7% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling