+152.4%
DKNG vs HUM
+58.2%
+94.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.1% | +3.8% |
| 7D | +3.0% | +2.1% | +1.0% | +2.5% |
| 30D | -3.0% | +5.4% | -8.4% | -4.3% |
| 3M | -17.6% | +11.4% | -29.0% | -20.0% |
| 6M | -3.2% | +141.5% | -144.8% | -22.6% |
| YTD | -28.2% | +61.2% | -89.4% | -37.0% |
| 1Y | -46.1% | +49.2% | -95.2% | -52.1% |
| 3Y | -22.2% | -9.0% | -13.1% | -23.0% |
| 5Y | -60.4% | +7.2% | -67.6% | -64.2% |
| All | +152.4% | +58.2% | +94.3% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling