+54.0%
HL vs HUM
+5,550.8%
-5,496.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -5.6% | -1.4% | -4.2% | -5.5% |
| 30D | +12.7% | +7.5% | +5.3% | +12.2% |
| 3M | +42.5% | +10.2% | +32.3% | +41.5% |
| 6M | -9.0% | +132.5% | -141.5% | -14.6% |
| YTD | +4.4% | +57.6% | -53.2% | +0.5% |
| 1Y | +82.7% | +48.6% | +34.1% | +76.2% |
| 3Y | +406.3% | -11.2% | +417.4% | +400.8% |
| 5Y | +238.2% | +4.8% | +233.4% | +229.3% |
| 10Y | +268.9% | +147.1% | +121.8% | +243.9% |
| All | +54.0% | +5,550.8% | -5,496.8% | +59.1% |
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