+50.0%
HUM vs DD
+49.3%
+0.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +1.6% | +8.7% | -7.1% | +1.4% |
| 30D | +3.5% | +15.3% | -11.8% | +3.4% |
| 3M | +15.5% | +5.9% | +9.6% | +15.5% |
| 6M | +76.2% | +11.6% | +64.6% | +75.9% |
| YTD | +64.5% | +26.5% | +38.0% | +54.7% |
| 1Y | +50.0% | +35.4% | +14.6% | +40.5% |
| All | +50.0% | +49.3% | +0.7% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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