+5.3%
HUM vs DVA
+46.8%
-41.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +2.1% | -1.3% | +3.4% | +2.2% |
| 30D | +5.4% | 0.0% | +5.4% | +5.4% |
| 3M | +11.4% | -10.9% | +22.3% | +12.6% |
| 6M | +141.5% | +17.3% | +124.2% | +134.9% |
| YTD | +61.2% | +59.8% | +1.4% | +50.3% |
| 1Y | +49.2% | +36.3% | +12.9% | +41.5% |
| 3Y | -9.0% | +88.6% | -97.6% | -16.6% |
| All | +5.3% | +46.8% | -41.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling