+4.4%
GOOGL vs HUM
+51.1%
-46.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -11.1% | +1.6% | -12.6% | -11.1% |
| 30D | -16.6% | +3.5% | -20.1% | -16.8% |
| 3M | -23.4% | +15.5% | -38.9% | -23.9% |
| 6M | -24.5% | +76.2% | -100.7% | -25.4% |
| YTD | -7.5% | +64.5% | -72.0% | -10.0% |
| 1Y | +4.4% | +50.0% | -45.6% | +1.4% |
| All | +4.4% | +51.1% | -46.7% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling