+0.4%
HUM vs COMP
-17.6%
+18.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.7% | -5.4% | +5.0% |
| 7D | +4.6% | +13.4% | -8.8% | +4.2% |
| 30D | +9.6% | +11.1% | -1.5% | +9.2% |
| 3M | +18.4% | -18.8% | +37.2% | +18.9% |
| 6M | +76.9% | +10.5% | +66.4% | +76.0% |
| YTD | +71.0% | -3.4% | +74.4% | +70.3% |
| 1Y | +75.0% | +19.7% | +55.3% | +73.5% |
| 3Y | -7.7% | +381.6% | -389.3% | -11.0% |
| All | +0.4% | -17.6% | +18.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling