+974.3%
HUM vs HBM
+649.7%
+324.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | -0.2% | +5.5% | -5.8% | -0.7% |
| 30D | +3.7% | +3.3% | +0.4% | +3.3% |
| 3M | +10.4% | +12.7% | -2.2% | +8.8% |
| 6M | +125.7% | +28.2% | +97.5% | +118.6% |
| YTD | +57.3% | +45.3% | +12.0% | +49.9% |
| 1Y | +48.6% | +121.7% | -73.1% | +35.7% |
| 3Y | -11.3% | +523.5% | -534.8% | -28.6% |
| 5Y | +0.8% | +393.9% | -393.1% | -19.5% |
| 10Y | +146.7% | +647.9% | -501.2% | +67.8% |
| All | +974.3% | +649.7% | +324.6% | +586.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling