+50.0%
HUM vs DTE
+5.6%
+44.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.3% |
| 7D | +1.6% | +4.2% | -2.7% | +2.3% |
| 30D | +3.5% | +10.0% | -6.5% | +5.2% |
| 3M | +15.5% | -2.1% | +17.6% | +14.6% |
| 6M | +76.2% | -4.7% | +80.9% | +74.9% |
| YTD | +64.5% | +9.3% | +55.2% | +59.6% |
| 1Y | +50.0% | +6.6% | +43.4% | +46.4% |
| All | +50.0% | +5.6% | +44.5% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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