+57.5%
HUM vs DHI
+9.9%
+47.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -1.2% | +7.6% | -8.7% | -1.8% |
| 30D | +2.1% | +15.3% | -13.2% | +0.6% |
| 3M | +13.4% | +4.4% | +9.0% | +13.0% |
| 6M | +72.7% | +8.3% | +64.4% | +70.1% |
| YTD | +62.3% | +10.4% | +51.9% | +55.9% |
| 1Y | +57.5% | +9.8% | +47.6% | +49.5% |
| All | +57.5% | +9.9% | +47.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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