+145.8%
GOOG vs HUM
-9.4%
+155.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.7% | +1.5% |
| 7D | 0.0% | +2.1% | -2.0% | 0.0% |
| 30D | -2.0% | +5.4% | -7.4% | -2.1% |
| 3M | -5.9% | +11.4% | -17.3% | -6.1% |
| 6M | +8.9% | +141.5% | -132.6% | +6.4% |
| YTD | +7.1% | +61.2% | -54.1% | +5.3% |
| 1Y | +39.7% | +49.2% | -9.5% | +37.5% |
| 3Y | +145.8% | -9.0% | +154.9% | +133.1% |
| All | +145.8% | -9.4% | +155.2% | +133.1% |
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