+3,314.5%
HUM vs DECK
+7,999.1%
-4,684.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -1.2% | +6.0% | -7.2% | -1.5% |
| 30D | +2.1% | +7.4% | -5.4% | +1.6% |
| 3M | +13.4% | -11.7% | +25.1% | +14.2% |
| 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% | +56.0% |
| 3Y | -10.5% | -11.8% | +1.4% | -11.3% |
| 5Y | -4.5% | +24.3% | -28.8% | -8.3% |
| 10Y | +167.8% | +907.5% | -739.7% | +126.8% |
| All | +3,314.5% | +7,999.1% | -4,684.6% | +2,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling