+13.4%
HUM vs COMP
-52.8%
+66.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.5% |
| 7D | +7.7% | +8.9% | -1.1% | +7.4% |
| 30D | +5.8% | +14.0% | -8.2% | +5.3% |
| 3M | +14.3% | -21.1% | +35.5% | +14.9% |
| 6M | +50.9% | +20.1% | +30.8% | +49.8% |
| YTD | +74.9% | -5.0% | +79.9% | +74.3% |
| 1Y | +86.9% | +5.7% | +81.2% | +85.8% |
| 3Y | -6.7% | +412.2% | -418.9% | -10.1% |
| 5Y | +4.8% | -12.1% | +16.8% | +6.6% |
| All | +13.4% | -52.8% | +66.2% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling