+1,754.0%
HCA vs HUM
+634.0%
+1,120.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.7% |
| 7D | +5.4% | +2.1% | +3.4% | +4.8% |
| 30D | +3.0% | +5.4% | -2.4% | +1.4% |
| 3M | +13.0% | +11.4% | +1.6% | +9.0% |
| 6M | -20.3% | +141.5% | -161.8% | -39.3% |
| YTD | -8.2% | +61.2% | -69.4% | -22.6% |
| 1Y | +6.7% | +49.2% | -42.5% | -8.7% |
| 3Y | +60.4% | -9.0% | +69.4% | +54.1% |
| 5Y | +73.4% | +7.2% | +66.3% | +50.2% |
| 10Y | +506.9% | +152.7% | +354.2% | +285.4% |
| All | +1,754.0% | +634.0% | +1,120.0% | +657.5% |
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