+0.4%
HUM vs DECK
+23.3%
-22.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.4% |
| 7D | +4.6% | +5.8% | -1.1% | +4.1% |
| 30D | +9.6% | +7.9% | +1.7% | +8.9% |
| 3M | +18.4% | -11.4% | +29.8% | +19.4% |
| 6M | +76.9% | -16.6% | +93.4% | +78.9% |
| YTD | +71.0% | -16.4% | +87.3% | +72.3% |
| 1Y | +75.0% | +8.6% | +66.3% | +72.1% |
| 3Y | -7.7% | -15.1% | +7.4% | -9.3% |
| All | +0.4% | +23.3% | -22.9% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling