+1,017.4%
HUM vs DG
+560.3%
+457.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | -0.2% | -4.8% | +4.6% | +0.7% |
| 30D | +3.7% | +1.8% | +2.0% | +3.3% |
| 3M | +10.4% | +14.5% | -4.1% | +7.2% |
| 6M | +125.7% | -13.6% | +139.3% | +130.6% |
| YTD | +57.3% | -4.8% | +62.2% | +57.8% |
| 1Y | +48.6% | +21.6% | +27.1% | +41.6% |
| 3Y | -11.3% | +4.5% | -15.8% | -15.9% |
| 5Y | +0.8% | -38.5% | +39.3% | +6.3% |
| 10Y | +146.7% | +102.2% | +44.5% | +94.5% |
| All | +1,017.4% | +560.3% | +457.1% | +539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling