-10.9%
DOW vs HUM
+49.9%
-60.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -2.7% | +3.7% | -6.5% | -3.6% |
| 3M | -10.5% | +10.4% | -20.9% | -12.7% |
| 6M | -12.4% | +125.7% | -138.2% | -27.5% |
| YTD | +30.0% | +57.3% | -27.3% | +16.1% |
| 1Y | +27.8% | +48.6% | -20.8% | +15.1% |
| 3Y | -34.9% | -11.3% | -23.6% | -35.0% |
| 5Y | -35.9% | +0.8% | -36.7% | -42.2% |
| All | -10.9% | +49.9% | -60.8% | -31.3% |
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