+152.3%
HUM vs HDB
+42.1%
+110.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.6% | +0.9% |
| 7D | +2.1% | +0.7% | +1.4% | +1.9% |
| 30D | +5.4% | +1.0% | +4.4% | +5.1% |
| 3M | +11.4% | -2.0% | +13.4% | +11.4% |
| 6M | +141.5% | -18.1% | +159.6% | +149.5% |
| YTD | +61.2% | -36.1% | +97.3% | +75.0% |
| 1Y | +49.2% | -34.0% | +83.2% | +60.8% |
| 3Y | -9.0% | -26.7% | +17.7% | -5.7% |
| 5Y | +7.2% | -33.9% | +41.1% | +11.8% |
| All | +152.3% | +42.1% | +110.2% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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