+615.0%
F vs HUM
+5,562.3%
-4,947.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +5.3% | +4.2% | +1.2% | +4.6% |
| 30D | +4.6% | +10.4% | -5.8% | +2.9% |
| 3M | -3.7% | +15.1% | -18.7% | -6.1% |
| 6M | +16.8% | +120.9% | -104.1% | +2.1% |
| YTD | +15.3% | +57.9% | -42.6% | +5.6% |
| 1Y | +31.0% | +30.6% | +0.5% | +23.0% |
| 3Y | +45.4% | -9.6% | +55.0% | +41.3% |
| 5Y | +54.7% | +1.6% | +53.1% | +45.7% |
| 10Y | +98.2% | +146.4% | -48.2% | +59.6% |
| All | +615.0% | +5,562.3% | -4,947.3% | +232.0% |
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