+138.4%
HLT vs HUM
+6.5%
+131.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -1.6% | +2.1% | -3.7% | -1.8% |
| 30D | -5.0% | +5.4% | -10.4% | -5.5% |
| 3M | -10.4% | +11.4% | -21.8% | -11.4% |
| 6M | +3.2% | +141.5% | -138.3% | -5.6% |
| YTD | +6.7% | +61.2% | -54.4% | +1.4% |
| 1Y | +10.3% | +49.2% | -38.9% | +5.3% |
| 3Y | +99.3% | -9.0% | +108.4% | +100.8% |
| All | +138.4% | +6.5% | +131.9% | +119.5% |
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 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