+112.2%
DT vs HUM
+42.8%
+69.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +0.1% | +3.7% | -3.7% | -0.7% |
| 3M | +24.1% | +10.4% | +13.7% | +21.6% |
| 6M | +30.1% | +125.7% | -95.6% | +10.8% |
| YTD | +16.8% | +57.3% | -40.6% | +5.6% |
| 1Y | -0.1% | +48.6% | -48.7% | -9.0% |
| 3Y | +6.8% | -11.3% | +18.2% | +7.2% |
| 5Y | -28.4% | +0.8% | -29.2% | -34.2% |
| All | +112.2% | +42.8% | +69.3% | +74.8% |
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