+10.3%
HLT vs HUM
+50.8%
-40.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | -1.6% | +2.1% | -3.7% | -1.6% |
| 30D | -5.0% | +5.4% | -10.4% | -5.0% |
| 3M | -10.4% | +11.4% | -21.8% | -10.5% |
| 6M | +3.2% | +141.5% | -138.3% | +1.3% |
| YTD | +6.7% | +61.2% | -54.4% | +6.3% |
| 1Y | +10.3% | +49.2% | -38.9% | +8.3% |
| All | +10.3% | +50.8% | -40.5% | +8.3% |
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