+2.4%
HUM vs COMP
-47.7%
+50.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.2% |
| 7D | +4.2% | +1.4% | +2.8% | +4.1% |
| 30D | +10.4% | -13.3% | +23.7% | +10.7% |
| 3M | +15.1% | +41.1% | -26.1% | +13.9% |
| 6M | +120.9% | +17.2% | +103.7% | +119.2% |
| YTD | +57.9% | +5.2% | +52.7% | +57.1% |
| 1Y | +30.6% | +18.9% | +11.6% | +29.4% |
| 3Y | -9.6% | +215.9% | -225.5% | -12.2% |
| 5Y | +1.6% | -31.2% | +32.8% | +3.0% |
| All | +2.4% | -47.7% | +50.1% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling