+5,695.2%
HUM vs DD
+924.8%
+4,770.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.3% |
| 7D | +2.1% | -3.5% | +5.6% | +3.1% |
| 30D | +5.4% | -11.7% | +17.0% | +9.2% |
| 3M | +11.4% | -9.2% | +20.6% | +14.4% |
| 6M | +141.5% | -7.2% | +148.7% | +144.9% |
| YTD | +61.2% | +6.6% | +54.6% | +56.1% |
| 1Y | +49.2% | +32.0% | +17.1% | +35.0% |
| 3Y | -9.0% | +42.1% | -51.2% | -21.6% |
| 5Y | +7.2% | +58.1% | -50.9% | -12.8% |
| 10Y | +152.7% | +65.3% | +87.4% | +90.1% |
| All | +5,695.2% | +924.8% | +4,770.4% | +2,017.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling