+6,283.1%
HUM vs A
+442.2%
+5,840.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.9% |
| 7D | +2.1% | -2.1% | +4.1% | +2.5% |
| 30D | +4.7% | +0.6% | +4.1% | +4.5% |
| 3M | +13.5% | +10.9% | +2.6% | +11.0% |
| 6M | +126.7% | +28.2% | +98.5% | +114.6% |
| YTD | +58.5% | +8.6% | +50.0% | +54.8% |
| 1Y | +31.7% | +15.5% | +16.2% | +26.9% |
| 3Y | -10.6% | +31.8% | -42.4% | -17.3% |
| 5Y | +2.5% | -14.9% | +17.4% | +1.9% |
| 10Y | +148.7% | +237.8% | -89.1% | +91.4% |
| All | +6,283.1% | +442.2% | +5,840.8% | +4,352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling