-11.2%
HUM vs ALL
+151.8%
-163.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | +3.7% | -5.6% | +9.3% | +4.9% |
| 3M | +10.4% | +17.2% | -6.8% | +6.1% |
| 6M | +125.7% | +23.2% | +102.5% | +114.2% |
| YTD | +57.3% | +23.6% | +33.7% | +48.9% |
| 1Y | +48.6% | +29.2% | +19.5% | +39.1% |
| All | -11.2% | +151.8% | -163.0% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling