+152.3%
HUM vs A
+256.4%
-104.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.4% |
| 7D | +2.1% | -2.6% | +4.7% | +2.9% |
| 30D | +5.4% | -0.9% | +6.3% | +5.5% |
| 3M | +11.4% | +13.6% | -2.2% | +6.5% |
| 6M | +141.5% | +27.8% | +113.7% | +120.0% |
| YTD | +61.2% | +8.6% | +52.6% | +54.9% |
| 1Y | +49.2% | +16.9% | +32.3% | +39.2% |
| 3Y | -9.0% | +32.9% | -42.0% | -22.1% |
| 5Y | +7.2% | -14.1% | +21.3% | +8.2% |
| All | +152.3% | +256.4% | -104.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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