+37.0%
HPQ vs HUM
-9.4%
+46.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +8.3% |
| 7D | +9.8% | +2.1% | +7.7% | +9.6% |
| 30D | +22.4% | +5.4% | +17.0% | +21.9% |
| 3M | +45.2% | +11.4% | +33.7% | +44.0% |
| 6M | +96.4% | +141.5% | -45.1% | +89.0% |
| YTD | +65.4% | +61.2% | +4.2% | +60.7% |
| 1Y | +31.6% | +49.2% | -17.6% | +27.9% |
| 3Y | +37.0% | -9.0% | +46.1% | +32.2% |
| All | +37.0% | -9.4% | +46.4% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling