-35.7%
DOW vs HUM
-9.4%
-26.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.3% | -2.1% |
| 7D | -1.4% | +2.1% | -3.4% | -1.5% |
| 30D | -3.9% | +5.4% | -9.3% | -4.1% |
| 3M | -12.7% | +11.4% | -24.1% | -13.2% |
| 6M | -13.7% | +141.5% | -155.2% | -17.9% |
| YTD | +28.4% | +61.2% | -32.8% | +25.8% |
| 1Y | +21.8% | +49.2% | -27.4% | +19.5% |
| 3Y | -35.7% | -9.0% | -26.7% | -39.0% |
| All | -35.7% | -9.4% | -26.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling