+206.4%
HD vs HUM
+152.7%
+53.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.5% |
| 7D | -3.8% | +2.1% | -5.9% | -4.2% |
| 30D | -9.4% | +5.4% | -14.8% | -10.5% |
| 3M | -4.6% | +11.4% | -16.0% | -7.1% |
| 6M | -10.1% | +141.5% | -151.6% | -26.8% |
| YTD | -8.3% | +61.2% | -69.5% | -18.9% |
| 1Y | -25.0% | +49.2% | -74.2% | -32.9% |
| 3Y | +1.5% | -9.0% | +10.6% | +0.5% |
| 5Y | +5.6% | +7.2% | -1.6% | -5.1% |
| All | +206.4% | +152.7% | +53.7% | +113.2% |
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