+152.3%
HUM vs DAR
+366.1%
-213.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.6% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +5.4% | +2.6% | +2.7% | +4.7% |
| 3M | +11.4% | +14.2% | -2.8% | +8.3% |
| 6M | +141.5% | +17.2% | +124.3% | +133.2% |
| YTD | +61.2% | +80.9% | -19.7% | +42.7% |
| 1Y | +49.2% | +104.0% | -54.8% | +28.6% |
| 3Y | -9.0% | +3.6% | -12.7% | -12.0% |
| 5Y | +7.2% | -7.8% | +15.0% | +2.3% |
| All | +152.3% | +366.1% | -213.8% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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