+31.7%
HUM vs COMP
+11.9%
+19.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | +2.1% | +4.1% | -2.0% | +1.7% |
| 30D | +4.7% | -14.5% | +19.2% | +5.9% |
| 3M | +13.5% | +41.8% | -28.3% | +9.5% |
| 6M | +126.7% | +23.6% | +103.1% | +119.7% |
| YTD | +58.5% | +1.7% | +56.8% | +60.8% |
| 1Y | +31.7% | +12.6% | +19.2% | +32.9% |
| All | +31.7% | +11.9% | +19.9% | +32.9% |
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