+5,578.4%
HUM vs D
+2,347.4%
+3,231.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +4.2% | +1.5% | +2.7% | +3.6% |
| 30D | +10.4% | -2.6% | +13.0% | +11.3% |
| 3M | +15.1% | 0.0% | +15.1% | +14.8% |
| 6M | +120.9% | +7.4% | +113.6% | +113.8% |
| YTD | +57.9% | +15.9% | +42.1% | +48.5% |
| 1Y | +30.6% | +18.1% | +12.4% | +21.7% |
| 3Y | -9.6% | +58.4% | -68.0% | -26.3% |
| 5Y | +1.6% | +5.2% | -3.6% | -4.6% |
| 10Y | +146.4% | +35.9% | +110.6% | +105.1% |
| All | +5,578.4% | +2,347.4% | +3,231.0% | +1,455.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling