+132.3%
HON vs HUM
+152.7%
-20.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -3.5% | +2.1% | -5.5% | -3.9% |
| 30D | -13.8% | +5.4% | -19.1% | -14.7% |
| 3M | -11.7% | +11.4% | -23.1% | -14.0% |
| 6M | -18.7% | +141.5% | -160.2% | -34.0% |
| YTD | +0.2% | +61.2% | -60.9% | -11.5% |
| 1Y | -3.1% | +49.2% | -52.2% | -13.4% |
| 3Y | +17.0% | -9.0% | +26.0% | +15.6% |
| 5Y | +2.0% | +7.2% | -5.1% | -8.5% |
| All | +132.3% | +152.7% | -20.4% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling