+176.5%
DLR vs HUM
+152.7%
+23.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.4% |
| 7D | +0.1% | +2.1% | -2.0% | -0.2% |
| 30D | -4.3% | +5.4% | -9.7% | -4.9% |
| 3M | +3.8% | +11.4% | -7.6% | +2.3% |
| 6M | +5.8% | +141.5% | -135.7% | -6.3% |
| YTD | +23.5% | +61.2% | -37.6% | +14.9% |
| 1Y | +11.1% | +49.2% | -38.1% | +4.1% |
| 3Y | +57.9% | -9.0% | +66.9% | +57.7% |
| 5Y | +44.0% | +7.2% | +36.8% | +35.2% |
| All | +176.5% | +152.7% | +23.8% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling