-11.3%
HUM vs DECK
-13.9%
+2.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -2.7% |
| 7D | +3.1% | +6.4% | -3.3% | +2.6% |
| 30D | -1.8% | +9.1% | -10.9% | -2.4% |
| 3M | +10.2% | -7.2% | +17.4% | +10.7% |
| 6M | +54.6% | -9.9% | +64.6% | +55.3% |
| YTD | +66.8% | -12.8% | +79.6% | +67.4% |
| 1Y | +70.1% | +10.6% | +59.5% | +67.2% |
| 3Y | -11.3% | -13.8% | +2.5% | -10.0% |
| All | -11.3% | -13.9% | +2.6% | -10.0% |
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 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