+30.6%
HUM vs COMP
+22.2%
+8.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | +4.2% | +1.4% | +2.8% | +4.0% |
| 30D | +10.4% | -13.3% | +23.7% | +11.5% |
| 3M | +15.1% | +41.1% | -26.1% | +11.2% |
| 6M | +120.9% | +17.2% | +103.7% | +116.0% |
| YTD | +57.9% | +5.2% | +52.7% | +59.7% |
| 1Y | +30.6% | +18.9% | +11.6% | +27.4% |
| All | +30.6% | +22.2% | +8.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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