+30.6%
HUM vs DRI
+6.9%
+23.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | +10.4% | +3.8% | +6.5% | +9.8% |
| 3M | +15.1% | +13.0% | +2.0% | +12.2% |
| 6M | +120.9% | +8.3% | +112.6% | +117.6% |
| YTD | +57.9% | +20.6% | +37.3% | +46.4% |
| 1Y | +30.6% | +6.5% | +24.1% | +22.9% |
| All | +30.6% | +6.9% | +23.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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