+3,222.5%
HUM vs DECK
+7,820.9%
-4,598.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +4.2% | -2.2% | +6.4% | +4.3% |
| 30D | +10.4% | -13.6% | +24.0% | +11.3% |
| 3M | +15.1% | -21.2% | +36.3% | +16.6% |
| 6M | +120.9% | -21.1% | +142.0% | +123.5% |
| YTD | +57.9% | -17.2% | +75.2% | +59.1% |
| 1Y | +30.6% | -30.7% | +61.3% | +32.8% |
| 3Y | -9.6% | -3.4% | -6.2% | -11.1% |
| 5Y | +1.6% | +25.5% | -24.0% | -2.6% |
| 10Y | +146.4% | +714.7% | -568.2% | +110.8% |
| All | +3,222.5% | +7,820.9% | -4,598.5% | +2,653.6% |
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