+4,214.4%
HUM vs ALL
+3,785.0%
+429.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +3.7% | +5.0% | -1.3% | +2.0% |
| 30D | +5.5% | +13.3% | -7.8% | +0.7% |
| 3M | +17.1% | +3.2% | +14.0% | +15.3% |
| 6M | +48.3% | +25.3% | +22.9% | +35.4% |
| YTD | +77.4% | +30.5% | +46.9% | +59.1% |
| 1Y | +92.6% | +29.2% | +63.4% | +73.3% |
| 3Y | -6.1% | +119.1% | -125.2% | -31.4% |
| 5Y | +6.2% | +162.6% | -156.4% | -29.7% |
| 10Y | +153.6% | +378.8% | -225.1% | +34.0% |
| All | +4,214.4% | +3,785.0% | +429.4% | +890.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling