+118.6%
DVN vs HUM
+6.5%
+112.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.8% | +0.3% |
| 7D | +4.5% | +2.1% | +2.5% | +4.4% |
| 30D | +12.0% | +5.4% | +6.6% | +11.6% |
| 3M | +13.4% | +11.4% | +2.0% | +12.6% |
| 6M | +12.1% | +141.5% | -129.4% | +6.0% |
| YTD | +38.8% | +61.2% | -22.4% | +34.3% |
| 1Y | +46.0% | +49.2% | -3.1% | +41.9% |
| 3Y | +9.5% | -9.0% | +18.5% | +10.4% |
| All | +118.6% | +6.5% | +112.1% | +115.3% |
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