+44.6%
DLR vs HUM
+6.5%
+38.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.6% |
| 7D | +0.1% | +2.1% | -2.0% | 0.0% |
| 30D | -4.3% | +5.4% | -9.7% | -4.5% |
| 3M | +3.8% | +11.4% | -7.6% | +3.4% |
| 6M | +5.8% | +141.5% | -135.7% | +1.9% |
| YTD | +23.5% | +61.2% | -37.6% | +20.9% |
| 1Y | +11.1% | +49.2% | -38.1% | +9.0% |
| 3Y | +57.9% | -9.0% | +66.9% | +59.9% |
| All | +44.6% | +6.5% | +38.0% | +41.9% |
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