+152.3%
HUM vs HBM
+619.2%
-466.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +2.1% | -3.3% | +5.3% | +2.3% |
| 30D | +5.4% | -4.8% | +10.2% | +5.7% |
| 3M | +11.4% | -0.4% | +11.8% | +11.0% |
| 6M | +141.5% | +17.9% | +123.6% | +135.8% |
| YTD | +61.2% | +33.7% | +27.5% | +54.7% |
| 1Y | +49.2% | +95.6% | -46.4% | +37.9% |
| 3Y | -9.0% | +458.1% | -467.2% | -26.2% |
| 5Y | +7.2% | +329.0% | -321.8% | -13.4% |
| All | +152.3% | +619.2% | -466.9% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling