+3,617.4%
DLR vs HUM
+2,343.4%
+1,274.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +3.4% | +2.1% | +1.3% | +3.0% |
| 30D | -2.2% | +4.7% | -6.9% | -3.1% |
| 3M | +4.7% | +13.5% | -8.8% | +1.8% |
| 6M | +9.0% | +126.7% | -117.7% | -8.6% |
| YTD | +24.1% | +58.5% | -34.4% | +10.9% |
| 1Y | +20.9% | +31.7% | -10.8% | +11.5% |
| 3Y | +60.0% | -10.6% | +70.7% | +55.0% |
| 5Y | +35.3% | +2.5% | +32.8% | +24.0% |
| 10Y | +165.8% | +148.7% | +17.1% | +86.7% |
| All | +3,617.4% | +2,343.4% | +1,274.1% | +1,278.0% |
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