+30.6%
HUM vs ALL
+28.3%
+2.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +4.2% | 0.0% | +4.1% | +4.2% |
| 30D | +10.4% | -1.5% | +11.9% | +10.4% |
| 3M | +15.1% | +23.6% | -8.6% | +10.7% |
| 6M | +120.9% | +22.3% | +98.6% | +112.5% |
| YTD | +57.9% | +26.5% | +31.4% | +51.1% |
| 1Y | +30.6% | +27.0% | +3.5% | +26.4% |
| All | +30.6% | +28.3% | +2.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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