+2.5%
HUM vs COMP
-32.0%
+34.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.5% |
| 7D | +2.1% | +4.1% | -2.0% | +2.0% |
| 30D | +4.7% | -14.5% | +19.2% | +5.1% |
| 3M | +13.5% | +41.8% | -28.3% | +12.3% |
| 6M | +126.7% | +23.6% | +103.1% | +124.5% |
| YTD | +58.5% | +1.7% | +56.8% | +57.8% |
| 1Y | +31.7% | +12.6% | +19.2% | +30.7% |
| 3Y | -10.6% | +221.9% | -232.5% | -13.5% |
| 5Y | +2.5% | -28.1% | +30.6% | +12.3% |
| All | +2.5% | -32.0% | +34.5% | +12.3% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling