-12.1%
DOW vs HUM
+53.6%
-65.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.3% | -2.5% |
| 7D | -1.4% | +2.1% | -3.4% | -1.8% |
| 30D | -3.9% | +5.4% | -9.3% | -5.0% |
| 3M | -12.7% | +11.4% | -24.1% | -15.0% |
| 6M | -13.7% | +141.5% | -155.2% | -29.5% |
| YTD | +28.4% | +61.2% | -32.8% | +14.0% |
| 1Y | +21.8% | +49.2% | -27.4% | +9.6% |
| 3Y | -35.7% | -9.0% | -26.7% | -36.1% |
| 5Y | -36.8% | +7.2% | -44.0% | -44.3% |
| All | -12.1% | +53.6% | -65.6% | -32.5% |
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