+152.3%
HUM vs DG
+101.8%
+50.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.0% |
| 7D | +2.1% | -6.5% | +8.5% | +3.2% |
| 30D | +5.4% | +4.2% | +1.2% | +4.6% |
| 3M | +11.4% | +9.5% | +1.9% | +9.3% |
| 6M | +141.5% | -13.1% | +154.6% | +146.3% |
| YTD | +61.2% | -4.8% | +66.0% | +61.8% |
| 1Y | +49.2% | +20.6% | +28.5% | +43.1% |
| 3Y | -9.0% | +4.9% | -14.0% | -13.1% |
| 5Y | +7.2% | -37.9% | +45.0% | +14.4% |
| All | +152.3% | +101.8% | +50.5% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling