+1,923.5%
HUM vs DAR
+1,760.3%
+163.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.4% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +5.4% | +2.6% | +2.7% | +5.2% |
| 3M | +11.4% | +14.2% | -2.8% | +10.5% |
| 6M | +141.5% | +17.2% | +124.3% | +139.0% |
| YTD | +61.2% | +80.9% | -19.7% | +55.4% |
| 1Y | +49.2% | +104.0% | -54.8% | +42.7% |
| 3Y | -9.0% | +3.6% | -12.7% | -10.4% |
| 5Y | +7.2% | -7.8% | +15.0% | +5.5% |
| 10Y | +152.7% | +363.1% | -210.4% | +126.8% |
| All | +1,923.5% | +1,760.3% | +163.3% | +1,723.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling