+152.3%
HUM vs HAS
+61.8%
+90.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.7% | +2.0% |
| 7D | +2.1% | -1.1% | +3.1% | +2.2% |
| 30D | +5.4% | -2.8% | +8.2% | +5.9% |
| 3M | +11.4% | +10.1% | +1.3% | +9.3% |
| 6M | +141.5% | -1.4% | +142.9% | +140.8% |
| YTD | +61.2% | +14.2% | +47.0% | +55.9% |
| 1Y | +49.2% | +18.2% | +31.0% | +43.3% |
| 3Y | -9.0% | +48.6% | -57.6% | -17.6% |
| 5Y | +7.2% | +14.2% | -7.0% | +1.6% |
| All | +152.3% | +61.8% | +90.5% | +112.5% |
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