+3,741.6%
HUM vs ALL
+3,667.9%
+73.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +4.2% | 0.0% | +4.1% | +4.1% |
| 30D | +10.4% | -1.5% | +11.9% | +10.8% |
| 3M | +15.1% | +23.6% | -8.6% | +6.1% |
| 6M | +120.9% | +22.3% | +98.6% | +104.2% |
| YTD | +57.9% | +26.5% | +31.4% | +43.9% |
| 1Y | +30.6% | +27.0% | +3.5% | +18.4% |
| 3Y | -9.6% | +149.6% | -159.2% | -36.9% |
| 5Y | +1.6% | +118.1% | -116.5% | -27.8% |
| 10Y | +146.4% | +369.0% | -222.5% | +31.7% |
| All | +3,741.6% | +3,667.9% | +73.7% | +795.7% |
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