+37.5%
F vs HUM
-11.4%
+48.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | +1.2% | +2.1% | -0.9% | +1.1% |
| 30D | +1.2% | +4.7% | -3.5% | +1.0% |
| 3M | -5.7% | +13.5% | -19.2% | -6.4% |
| 6M | +17.9% | +126.7% | -108.7% | +12.1% |
| YTD | +10.4% | +58.5% | -48.1% | +6.7% |
| 1Y | +25.3% | +31.7% | -6.4% | +22.0% |
| 3Y | +37.5% | -10.6% | +48.1% | +25.3% |
| All | +37.5% | -11.4% | +48.9% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling