+39.0%
DVN vs HUM
+51.1%
-12.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.4% |
| 7D | -13.9% | +1.6% | -15.5% | -13.9% |
| 30D | -8.0% | +3.5% | -11.6% | -8.0% |
| 3M | +0.8% | +15.5% | -14.7% | +0.9% |
| 6M | -12.8% | +76.2% | -89.0% | -12.7% |
| YTD | +22.7% | +64.5% | -41.8% | +22.4% |
| 1Y | +39.0% | +50.0% | -11.0% | +41.1% |
| All | +39.0% | +51.1% | -12.1% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling