+489.0%
F vs HUM
+6,169.8%
-5,680.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -3.9% | +7.7% | -11.6% | -5.1% |
| 30D | -0.5% | +5.8% | -6.2% | -1.4% |
| 3M | -12.9% | +14.3% | -27.3% | -15.0% |
| 6M | +1.5% | +50.9% | -49.4% | -5.6% |
| YTD | -5.0% | +74.9% | -79.9% | -14.7% |
| 1Y | -7.3% | +86.9% | -94.3% | -17.7% |
| 3Y | +45.3% | -6.7% | +51.9% | +40.4% |
| 5Y | -15.8% | +4.8% | -20.5% | -21.2% |
| 10Y | +64.2% | +150.1% | -85.9% | +31.4% |
| All | +489.0% | +6,169.8% | -5,680.7% | +168.3% |
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 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