+50.0%
HUM vs HBM
+47.3%
+2.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.3% |
| 7D | +1.6% | -5.8% | +7.4% | +1.9% |
| 30D | +3.5% | -18.5% | +22.0% | +4.5% |
| 3M | +15.5% | -10.3% | +25.8% | +16.1% |
| 6M | +76.2% | +2.1% | +74.1% | +76.3% |
| YTD | +64.5% | +12.0% | +52.5% | +54.8% |
| 1Y | +50.0% | +49.8% | +0.3% | +35.2% |
| All | +50.0% | +47.3% | +2.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling