-10.6%
HUM vs HAS
+45.6%
-56.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.5% |
| 7D | +2.1% | -3.1% | +5.2% | +2.2% |
| 30D | +4.7% | -2.7% | +7.4% | +4.8% |
| 3M | +13.5% | +8.9% | +4.6% | +13.0% |
| 6M | +126.7% | -2.9% | +129.6% | +126.6% |
| YTD | +58.5% | +12.6% | +45.9% | +56.8% |
| 1Y | +31.7% | +17.5% | +14.3% | +29.9% |
| 3Y | -10.6% | +46.2% | -56.8% | -7.2% |
| All | -10.6% | +45.6% | -56.2% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling