-25.0%
HD vs HUM
+50.8%
-75.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.9% |
| 7D | -3.8% | +2.1% | -5.9% | -3.9% |
| 30D | -9.4% | +5.4% | -14.8% | -9.6% |
| 3M | -4.6% | +11.4% | -16.0% | -5.2% |
| 6M | -10.1% | +141.5% | -151.6% | -16.3% |
| YTD | -8.3% | +61.2% | -69.5% | -11.0% |
| 1Y | -25.0% | +49.2% | -74.2% | -27.5% |
| All | -25.0% | +50.8% | -75.8% | -27.5% |
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 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