-26.2%
DT vs HUM
+6.5%
-32.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -0.8% |
| 7D | -1.6% | +2.1% | -3.7% | -1.8% |
| 30D | +3.0% | +5.4% | -2.3% | +2.6% |
| 3M | +26.5% | +11.4% | +15.1% | +25.4% |
| 6M | +35.9% | +141.5% | -105.6% | +26.3% |
| YTD | +17.8% | +61.2% | -43.4% | +12.8% |
| 1Y | +4.1% | +49.2% | -45.1% | +0.1% |
| 3Y | +5.3% | -9.0% | +14.3% | +5.3% |
| All | -26.2% | +6.5% | -32.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling