-22.2%
DKNG vs HUM
-9.4%
-12.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.1% | +4.1% |
| 7D | +3.0% | +2.1% | +1.0% | +2.8% |
| 30D | -3.0% | +5.4% | -8.4% | -3.6% |
| 3M | -17.6% | +11.4% | -29.0% | -18.6% |
| 6M | -3.2% | +141.5% | -144.8% | -10.8% |
| YTD | -28.2% | +61.2% | -89.4% | -31.4% |
| 1Y | -46.1% | +49.2% | -95.2% | -48.3% |
| 3Y | -22.2% | -9.0% | -13.1% | -24.8% |
| All | -22.2% | -9.4% | -12.8% | -24.8% |
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