+152.3%
HUM vs ALL
+365.1%
-212.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.0% |
| 7D | +2.1% | -2.3% | +4.3% | +2.9% |
| 30D | +5.4% | -0.4% | +5.8% | +5.5% |
| 3M | +11.4% | +16.0% | -4.6% | +4.4% |
| 6M | +141.5% | +24.6% | +116.9% | +119.4% |
| YTD | +61.2% | +23.7% | +37.5% | +46.4% |
| 1Y | +49.2% | +27.7% | +21.4% | +33.3% |
| 3Y | -9.0% | +150.2% | -159.3% | -41.0% |
| 5Y | +7.2% | +117.1% | -109.9% | -29.1% |
| All | +152.3% | +365.1% | -212.8% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling