+0.8%
HUM vs HAS
+10.8%
-10.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.2% | -4.8% | +4.6% | +0.1% |
| 30D | +3.7% | -5.1% | +8.8% | +4.1% |
| 3M | +10.4% | +6.4% | +4.0% | +9.8% |
| 6M | +125.7% | -5.6% | +131.4% | +126.2% |
| YTD | +57.3% | +11.0% | +46.4% | +55.1% |
| 1Y | +48.6% | +16.8% | +31.8% | +45.9% |
| 3Y | -11.3% | +44.0% | -55.4% | -13.7% |
| 5Y | +0.8% | +11.0% | -10.2% | +3.4% |
| All | +0.8% | +10.8% | -10.0% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling