+6.7%
HCA vs HUM
+50.8%
-44.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.4% |
| 7D | +5.4% | +2.1% | +3.4% | +5.5% |
| 30D | +3.0% | +5.4% | -2.4% | +3.1% |
| 3M | +13.0% | +11.4% | +1.6% | +13.2% |
| 6M | -20.3% | +141.5% | -161.8% | -18.4% |
| YTD | -8.2% | +61.2% | -69.4% | -7.7% |
| 1Y | +6.7% | +49.2% | -42.5% | +7.9% |
| All | +6.7% | +50.8% | -44.1% | +7.9% |
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 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