+146.4%
HUM vs HAS
+97.5%
+48.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +3.7% | +1.4% | +2.4% | +3.5% |
| 30D | +5.5% | +26.3% | -20.8% | +1.1% |
| 3M | +17.1% | +25.6% | -8.5% | +12.4% |
| 6M | +48.3% | +30.3% | +18.0% | +40.9% |
| YTD | +77.4% | +50.4% | +27.0% | +63.3% |
| 1Y | +92.6% | +57.7% | +34.8% | +75.7% |
| 3Y | -6.1% | +213.4% | -219.5% | -26.8% |
| 5Y | +6.2% | +49.1% | -42.8% | -3.8% |
| All | +146.4% | +97.5% | +48.9% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling