+5.3%
HUM vs DGX
+66.8%
-61.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +5.4% | -1.2% | +6.5% | +5.6% |
| 3M | +11.4% | +15.8% | -4.4% | +7.7% |
| 6M | +141.5% | +18.2% | +123.3% | +132.0% |
| YTD | +61.2% | +37.2% | +24.0% | +48.1% |
| 1Y | +49.2% | +30.4% | +18.8% | +39.0% |
| 3Y | -9.0% | +96.7% | -105.7% | -25.8% |
| All | +5.3% | +66.8% | -61.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling