+49.2%
HUM vs D
+13.5%
+35.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.3% | +2.1% |
| 7D | +2.1% | -2.2% | +4.3% | +1.8% |
| 30D | +5.4% | -4.5% | +9.8% | +4.8% |
| 3M | +11.4% | -2.5% | +13.9% | +11.0% |
| 6M | +141.5% | +5.5% | +136.0% | +140.6% |
| YTD | +61.2% | +13.3% | +47.9% | +59.4% |
| 1Y | +49.2% | +11.8% | +37.3% | +47.5% |
| All | +49.2% | +13.5% | +35.7% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling