+152.3%
HUM vs DHI
+414.5%
-262.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | +2.1% | -3.4% | +5.5% | +2.8% |
| 30D | +5.4% | -5.4% | +10.8% | +6.6% |
| 3M | +11.4% | -10.4% | +21.9% | +13.6% |
| 6M | +141.5% | -2.8% | +144.3% | +140.4% |
| YTD | +61.2% | -3.4% | +64.6% | +60.4% |
| 1Y | +49.2% | -22.9% | +72.1% | +56.0% |
| 3Y | -9.0% | +20.7% | -29.7% | -17.4% |
| 5Y | +7.2% | +62.1% | -55.0% | -13.4% |
| All | +152.3% | +414.5% | -262.2% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling