+86.9%
HUM vs DECK
-0.5%
+87.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.4% |
| 7D | +7.7% | -3.7% | +11.4% | +7.9% |
| 30D | +5.8% | +0.6% | +5.2% | +5.7% |
| 3M | +14.3% | -7.3% | +21.7% | +14.6% |
| 6M | +50.9% | -10.9% | +61.8% | +50.7% |
| YTD | +74.9% | -18.5% | +93.3% | +75.6% |
| 1Y | +86.9% | +0.2% | +86.7% | +70.0% |
| All | +86.9% | -0.5% | +87.4% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling