+5,695.2%
HUM vs DTE
+3,398.4%
+2,296.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.8% |
| 7D | +2.1% | -2.6% | +4.6% | +3.1% |
| 30D | +5.4% | -4.4% | +9.8% | +7.3% |
| 3M | +11.4% | -8.3% | +19.7% | +15.2% |
| 6M | +141.5% | -8.1% | +149.6% | +148.1% |
| YTD | +61.2% | +4.4% | +56.8% | +56.6% |
| 1Y | +49.2% | +0.2% | +49.0% | +47.4% |
| 3Y | -9.0% | +42.6% | -51.7% | -24.3% |
| 5Y | +7.2% | +31.5% | -24.3% | -8.9% |
| 10Y | +152.7% | +138.2% | +14.5% | +61.1% |
| All | +5,695.2% | +3,398.4% | +2,296.8% | +1,133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling