+13.0%
DLR vs HUM
+51.1%
-38.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.8% | +1.6% | +1.3% | +2.8% |
| 30D | +2.8% | +3.5% | -0.7% | +2.7% |
| 3M | -4.0% | +15.5% | -19.5% | -4.0% |
| 6M | -5.6% | +76.2% | -81.8% | -5.3% |
| YTD | +21.9% | +64.5% | -42.6% | +21.7% |
| 1Y | +13.0% | +50.0% | -37.0% | +14.4% |
| All | +13.0% | +51.1% | -38.1% | +14.4% |
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