+2,312.7%
HUM vs DGX
+8,778.1%
-6,465.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | +5.4% | -1.2% | +6.5% | +5.7% |
| 3M | +11.4% | +15.8% | -4.4% | +5.7% |
| 6M | +141.5% | +18.2% | +123.3% | +126.8% |
| YTD | +61.2% | +37.2% | +24.0% | +43.2% |
| 1Y | +49.2% | +30.4% | +18.8% | +34.6% |
| 3Y | -9.0% | +96.7% | -105.7% | -29.7% |
| 5Y | +7.2% | +67.2% | -60.0% | -13.5% |
| 10Y | +152.7% | +253.9% | -101.2% | +55.7% |
| All | +2,312.7% | +8,778.1% | -6,465.5% | +792.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling