+780.7%
GOOG vs HUM
+152.7%
+628.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +1.1% |
| 7D | 0.0% | +2.1% | -2.0% | -0.3% |
| 30D | -2.0% | +5.4% | -7.4% | -2.9% |
| 3M | -5.9% | +11.4% | -17.3% | -7.9% |
| 6M | +8.9% | +141.5% | -132.6% | -8.2% |
| YTD | +7.1% | +61.2% | -54.1% | -3.4% |
| 1Y | +39.7% | +49.2% | -9.5% | +27.0% |
| 3Y | +145.8% | -9.0% | +154.9% | +143.6% |
| 5Y | +138.6% | +7.2% | +131.4% | +116.3% |
| All | +780.7% | +152.7% | +628.0% | +556.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling