+590.7%
HAL vs HUM
+5,584.1%
-4,993.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.5% | +2.1% | -1.6% | 0.0% |
| 30D | +15.9% | +4.7% | +11.2% | +14.7% |
| 3M | -8.7% | +13.5% | -22.2% | -11.4% |
| 6M | +9.0% | +126.7% | -117.6% | -8.8% |
| YTD | +32.0% | +58.5% | -26.5% | +18.0% |
| 1Y | +72.5% | +31.7% | +40.7% | +59.0% |
| 3Y | -4.5% | -10.6% | +6.1% | -7.8% |
| 5Y | +109.7% | +2.5% | +107.2% | +93.8% |
| 10Y | +1.2% | +148.7% | -147.5% | -21.3% |
| All | +590.7% | +5,584.1% | -4,993.4% | +175.6% |
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