+30.6%
HUM vs DD
+41.5%
-10.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +4.2% | -3.5% | +7.7% | +4.4% |
| 30D | +10.4% | -10.3% | +20.7% | +11.2% |
| 3M | +15.1% | -7.5% | +22.6% | +15.6% |
| 6M | +120.9% | -8.0% | +128.9% | +121.5% |
| YTD | +57.9% | +10.5% | +47.5% | +49.3% |
| 1Y | +30.6% | +38.3% | -7.7% | +13.1% |
| All | +30.6% | +41.5% | -10.9% | +13.1% |
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