+21.3%
HPQ vs HUM
+51.1%
-29.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | -7.8% | +1.6% | -9.3% | -7.9% |
| 30D | -4.9% | +3.5% | -8.4% | -5.2% |
| 3M | +4.9% | +15.5% | -10.6% | +3.0% |
| 6M | +47.1% | +76.2% | -29.1% | +37.2% |
| YTD | +39.5% | +64.5% | -25.0% | +30.2% |
| 1Y | +21.3% | +50.0% | -28.8% | +13.9% |
| All | +21.3% | +51.1% | -29.8% | +13.9% |
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