+152.3%
HUM vs DRI
+353.8%
-201.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +2.0% |
| 7D | +2.1% | -3.2% | +5.3% | +2.9% |
| 30D | +5.4% | -7.8% | +13.2% | +7.5% |
| 3M | +11.4% | +0.4% | +11.1% | +10.9% |
| 6M | +141.5% | +4.8% | +136.7% | +136.8% |
| YTD | +61.2% | +16.7% | +44.5% | +53.3% |
| 1Y | +49.2% | +1.5% | +47.7% | +47.1% |
| 3Y | -9.0% | +56.3% | -65.3% | -21.0% |
| 5Y | +7.2% | +66.4% | -59.3% | -10.1% |
| All | +152.3% | +353.8% | -201.5% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling