-11.2%
HUM vs DRI
+54.2%
-65.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.4% |
| 7D | -0.2% | -4.8% | +4.6% | +0.8% |
| 30D | +3.7% | -3.9% | +7.6% | +4.5% |
| 3M | +10.4% | +5.1% | +5.3% | +8.9% |
| 6M | +125.7% | +5.5% | +120.2% | +121.7% |
| YTD | +57.3% | +16.5% | +40.9% | +50.2% |
| 1Y | +48.6% | +2.0% | +46.6% | +46.1% |
| All | -11.2% | +54.2% | -65.4% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling