+30.6%
HUM vs DG
+23.4%
+7.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +4.2% | +8.4% | -4.2% | +3.0% |
| 30D | +10.4% | +4.9% | +5.4% | +9.6% |
| 3M | +15.1% | +29.3% | -14.3% | +9.8% |
| 6M | +120.9% | -11.3% | +132.2% | +135.3% |
| YTD | +57.9% | +1.8% | +56.2% | +61.7% |
| 1Y | +30.6% | +25.3% | +5.2% | +31.8% |
| All | +30.6% | +23.4% | +7.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling