+50.0%
HUM vs ALL
+42.7%
+7.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | +1.6% | +7.5% | -6.0% | +1.0% |
| 30D | +3.5% | +19.7% | -16.2% | +1.7% |
| 3M | +15.5% | +2.9% | +12.6% | +15.5% |
| 6M | +76.2% | +23.5% | +52.7% | +70.3% |
| YTD | +64.5% | +31.1% | +33.4% | +56.1% |
| 1Y | +50.0% | +40.5% | +9.6% | +41.9% |
| All | +50.0% | +42.7% | +7.3% | +41.9% |
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