+114.1%
DT vs HUM
+46.3%
+67.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.1% |
| 7D | -1.6% | +2.1% | -3.7% | -2.0% |
| 30D | +3.0% | +5.4% | -2.3% | +2.0% |
| 3M | +26.5% | +11.4% | +15.1% | +23.7% |
| 6M | +35.9% | +141.5% | -105.6% | +14.3% |
| YTD | +17.8% | +61.2% | -43.4% | +6.1% |
| 1Y | +4.1% | +49.2% | -45.1% | -5.2% |
| 3Y | +5.3% | -9.0% | +14.3% | +5.2% |
| 5Y | -27.2% | +7.2% | -34.3% | -34.4% |
| All | +114.1% | +46.3% | +67.8% | +75.7% |
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