+151.6%
HUM vs DECK
+806.8%
-655.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +6.9% | -0.8% | +7.7% | +7.0% |
| 30D | +3.2% | +4.9% | -1.7% | +2.3% |
| 3M | +20.0% | -5.8% | +25.8% | +20.7% |
| 6M | +63.5% | -8.6% | +72.0% | +64.5% |
| YTD | +75.9% | -14.7% | +90.7% | +77.8% |
| 1Y | +85.7% | +6.9% | +78.8% | +80.8% |
| 3Y | -6.1% | -16.2% | +10.1% | -9.5% |
| 5Y | +5.1% | +25.3% | -20.1% | -9.4% |
| 10Y | +151.6% | +781.3% | -629.7% | +48.5% |
| All | +151.6% | +806.8% | -655.2% | +48.5% |
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