+5.3%
HUM vs HBM
+327.6%
-322.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 6M | +141.5% | +17.9% | +123.6% | +139.4% |
| YTD | +61.2% | +33.7% | +27.5% | +58.7% |
| 1Y | +49.2% | +95.6% | -46.4% | +45.0% |
| 3Y | -9.0% | +458.1% | -467.2% | -16.1% |
| All | +5.3% | +327.6% | -322.3% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling