-12.3%
HUM vs DECK
-12.4%
0.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -1.2% | +6.0% | -7.2% | -1.6% |
| 30D | +2.1% | +7.4% | -5.4% | +1.5% |
| 3M | +13.4% | -11.7% | +25.1% | +14.4% |
| 6M | +72.7% | -11.0% | +83.6% | +73.5% |
| YTD | +62.3% | -15.4% | +77.7% | +63.2% |
| 1Y | +57.5% | +7.2% | +50.2% | +55.0% |
| All | -12.3% | -12.4% | 0.0% | -12.7% |
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 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