+2.6%
HAL vs HUM
+152.7%
-150.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.3% |
| 7D | -3.3% | +2.1% | -5.4% | -3.9% |
| 30D | +8.2% | +5.4% | +2.8% | +6.5% |
| 3M | -9.4% | +11.4% | -20.9% | -12.7% |
| 6M | +0.6% | +141.5% | -140.9% | -23.3% |
| YTD | +28.6% | +61.2% | -32.6% | +9.2% |
| 1Y | +63.9% | +49.2% | +14.7% | +41.4% |
| 3Y | -7.1% | -9.0% | +1.9% | -9.2% |
| 5Y | +102.3% | +7.2% | +95.2% | +73.9% |
| All | +2.6% | +152.7% | -150.1% | -29.9% |
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