+2,185.3%
HUM vs DRI
+7,437.5%
-5,252.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | +13.5% | +9.5% | +4.0% | +10.4% |
| 6M | +126.7% | +6.5% | +120.2% | +121.3% |
| YTD | +58.5% | +18.4% | +40.1% | +50.3% |
| 1Y | +31.7% | +4.2% | +27.5% | +29.1% |
| 3Y | -10.6% | +57.1% | -67.7% | -22.4% |
| 5Y | +2.5% | +70.4% | -67.9% | -14.4% |
| 10Y | +148.7% | +354.0% | -205.4% | +46.1% |
| All | +2,185.3% | +7,437.5% | -5,252.2% | +542.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling