+49.2%
HUM vs HBM
+97.2%
-48.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +2.1% | -3.3% | +5.3% | +2.1% |
| 30D | +5.4% | -4.8% | +10.2% | +5.5% |
| 3M | +11.4% | -0.4% | +11.8% | +11.4% |
| 6M | +141.5% | +17.9% | +123.6% | +138.6% |
| YTD | +61.2% | +33.7% | +27.5% | +56.3% |
| 1Y | +49.2% | +95.6% | -46.4% | +41.8% |
| All | +49.2% | +97.2% | -48.0% | +41.8% |
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