+4.8%
HUM vs HDB
-38.6%
+43.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.4% | -6.2% | +4.8% | -1.1% |
| 30D | +7.5% | -6.2% | +13.7% | +7.8% |
| 3M | +10.2% | -5.9% | +16.1% | +10.4% |
| 6M | +132.5% | -25.9% | +158.4% | +135.9% |
| YTD | +57.6% | -40.2% | +97.9% | +62.0% |
| 1Y | +48.6% | -38.0% | +86.6% | +52.3% |
| 3Y | -11.2% | -30.5% | +19.3% | -9.6% |
| 5Y | +4.8% | -38.1% | +42.9% | +5.8% |
| All | +4.8% | -38.6% | +43.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling