+2,523.6%
DUK vs HUM
+5,678.7%
-3,155.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.2% |
| 7D | -0.7% | +2.1% | -2.7% | -0.9% |
| 30D | -2.4% | +5.4% | -7.8% | -3.0% |
| 3M | -3.0% | +11.4% | -14.4% | -4.2% |
| 6M | -6.6% | +141.5% | -148.1% | -14.8% |
| YTD | +4.6% | +61.2% | -56.6% | -1.2% |
| 1Y | +1.2% | +49.2% | -47.9% | -3.8% |
| 3Y | +45.7% | -9.0% | +54.7% | +43.2% |
| 5Y | +40.3% | +7.2% | +33.1% | +34.5% |
| 10Y | +129.9% | +152.7% | -22.8% | +101.5% |
| All | +2,523.6% | +5,678.7% | -3,155.2% | +1,506.1% |
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