+146.7%
HUM vs D
+38.3%
+108.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | +7.5% | -3.5% | +11.0% | +8.6% |
| 3M | +10.2% | -1.6% | +11.8% | +10.5% |
| 6M | +132.5% | +5.8% | +126.7% | +127.0% |
| YTD | +57.6% | +14.5% | +43.1% | +49.8% |
| 1Y | +48.6% | +14.2% | +34.4% | +41.2% |
| 3Y | -11.2% | +59.0% | -70.2% | -26.9% |
| 5Y | +4.8% | +5.4% | -0.6% | +1.0% |
| All | +146.7% | +38.3% | +108.4% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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