-6.1%
HUM vs DECK
-17.3%
+11.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +5.5% | +4.8% | +0.7% | +5.1% |
| 3M | +17.1% | -6.9% | +24.1% | +17.6% |
| 6M | +48.3% | -7.6% | +55.8% | +48.5% |
| YTD | +77.4% | -16.3% | +93.6% | +78.4% |
| 1Y | +92.6% | +4.5% | +88.1% | +90.0% |
| 3Y | -6.1% | -17.1% | +11.0% | -5.2% |
| All | -6.1% | -17.3% | +11.2% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling