+49.2%
HUM vs DG
+19.2%
+30.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.1% |
| 7D | +2.1% | -6.5% | +8.5% | +2.8% |
| 30D | +5.4% | +4.2% | +1.2% | +4.9% |
| 3M | +11.4% | +9.5% | +1.9% | +9.8% |
| 6M | +141.5% | -13.1% | +154.6% | +153.8% |
| YTD | +61.2% | -4.8% | +66.0% | +66.8% |
| 1Y | +49.2% | +20.6% | +28.5% | +47.6% |
| All | +49.2% | +19.2% | +30.0% | +47.6% |
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