+4.5%
HD vs HUM
+0.5%
+4.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.6% |
| 3M | -3.4% | +10.2% | -13.7% | -4.3% |
| 6M | -12.6% | +132.5% | -145.1% | -19.3% |
| YTD | -9.2% | +57.6% | -66.9% | -13.3% |
| 1Y | -23.9% | +48.6% | -72.5% | -27.1% |
| 3Y | +0.4% | -11.2% | +11.6% | +1.5% |
| 5Y | +4.5% | +4.8% | -0.3% | -3.6% |
| All | +4.5% | +0.5% | +4.0% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling