-9.0%
HUM vs HDB
-26.2%
+17.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.6% | +2.4% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +5.4% | +1.0% | +4.4% | +5.4% |
| 3M | +11.4% | -2.0% | +13.4% | +11.3% |
| 6M | +141.5% | -18.1% | +159.6% | +140.0% |
| YTD | +61.2% | -36.1% | +97.3% | +59.1% |
| 1Y | +49.2% | -34.0% | +83.2% | +47.2% |
| 3Y | -9.0% | -26.7% | +17.7% | -8.7% |
| All | -9.0% | -26.2% | +17.2% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling