+146.4%
HUM vs D
+48.0%
+98.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | -1.4% | +5.1% | +4.2% |
| 30D | +5.5% | +7.7% | -2.2% | +3.0% |
| 3M | +17.1% | -0.3% | +17.4% | +17.0% |
| 6M | +48.3% | +10.1% | +38.2% | +43.0% |
| YTD | +77.4% | +19.1% | +58.3% | +66.1% |
| 1Y | +92.6% | +15.9% | +76.7% | +81.8% |
| 3Y | -6.1% | +75.0% | -81.1% | -25.5% |
| 5Y | +6.2% | +13.4% | -7.1% | -0.5% |
| All | +146.4% | +48.0% | +98.4% | +124.9% |
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