+223.3%
HOOD vs HUM
-2.5%
+225.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.1% |
| 7D | -7.8% | +2.1% | -9.9% | -8.2% |
| 30D | +18.6% | +5.4% | +13.2% | +17.5% |
| 3M | +22.1% | +11.4% | +10.6% | +19.6% |
| 6M | +43.1% | +141.5% | -98.5% | +19.5% |
| YTD | -0.5% | +61.2% | -61.7% | -10.6% |
| 1Y | -4.4% | +49.2% | -53.5% | -13.3% |
| 3Y | +938.5% | -9.0% | +947.5% | +901.7% |
| 5Y | +173.4% | +7.2% | +166.3% | +122.1% |
| All | +223.3% | -2.5% | +225.8% | +237.1% |
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 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