+3,196.3%
HPQ vs HUM
+5,678.7%
-2,482.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.3% | +6.1% | +8.1% |
| 7D | +9.8% | +2.1% | +7.7% | +9.4% |
| 30D | +22.4% | +5.4% | +17.0% | +21.4% |
| 3M | +45.2% | +11.4% | +33.7% | +42.5% |
| 6M | +96.4% | +141.5% | -45.1% | +71.4% |
| YTD | +65.4% | +61.2% | +4.2% | +52.3% |
| 1Y | +31.6% | +49.2% | -17.6% | +22.0% |
| 3Y | +37.0% | -9.0% | +46.1% | +33.5% |
| 5Y | +53.0% | +7.2% | +45.8% | +43.7% |
| 10Y | +257.2% | +152.7% | +104.6% | +194.5% |
| All | +3,196.3% | +5,678.7% | -2,482.5% | +1,385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling