+49.2%
HUM vs DD
+34.9%
+14.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +2.1% | -3.5% | +5.6% | +2.2% |
| 30D | +5.4% | -11.7% | +17.0% | +6.0% |
| 3M | +11.4% | -9.2% | +20.6% | +11.9% |
| 6M | +141.5% | -7.2% | +148.7% | +141.4% |
| YTD | +61.2% | +6.6% | +54.6% | +54.3% |
| 1Y | +49.2% | +32.0% | +17.1% | +39.2% |
| All | +49.2% | +34.9% | +14.3% | +39.2% |
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