+147.3%
HUM vs DECK
+870.0%
-722.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +4.8% | +6.8% | -1.9% | +3.7% |
| 30D | +1.6% | +8.3% | -6.7% | +0.3% |
| 3M | +13.8% | -7.9% | +21.7% | +14.9% |
| 6M | +60.0% | -10.6% | +70.6% | +61.6% |
| YTD | +72.7% | -13.4% | +86.1% | +74.2% |
| 1Y | +86.1% | +12.5% | +73.7% | +79.7% |
| 3Y | -7.8% | -14.9% | +7.0% | -11.4% |
| 5Y | +2.7% | +27.5% | -24.7% | -11.7% |
| 10Y | +147.3% | +839.4% | -692.1% | +44.7% |
| All | +147.3% | +870.0% | -722.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling