+27.2%
F vs HUM
+50.6%
-23.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | -0.7% | +7.5% | -8.2% | -1.0% |
| 3M | -1.9% | +10.2% | -12.1% | -2.5% |
| 6M | +16.1% | +132.5% | -116.5% | +9.5% |
| YTD | +9.5% | +57.6% | -48.2% | +4.9% |
| 1Y | +27.2% | +48.6% | -21.4% | +21.6% |
| All | +27.2% | +50.6% | -23.3% | +21.6% |
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