+0.5%
HD vs HUM
-11.4%
+11.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -3.9% | -1.4% | -2.5% | -3.8% |
| 30D | -13.1% | +7.5% | -20.6% | -13.4% |
| 3M | -3.4% | +10.2% | -13.7% | -3.9% |
| 6M | -12.6% | +132.5% | -145.1% | -16.4% |
| YTD | -9.2% | +57.6% | -66.9% | -11.4% |
| 1Y | -23.9% | +48.6% | -72.5% | -25.7% |
| All | +0.5% | -11.4% | +11.9% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling