+4,527.7%
HUM vs HDB
+3,694.0%
+833.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +1.0% |
| 7D | +2.1% | -2.0% | +4.1% | +2.5% |
| 30D | +4.7% | -4.9% | +9.6% | +5.8% |
| 3M | +13.5% | -2.3% | +15.8% | +13.6% |
| 6M | +126.7% | -23.7% | +150.4% | +138.8% |
| YTD | +58.5% | -38.5% | +97.0% | +74.8% |
| 1Y | +31.7% | -36.5% | +68.2% | +44.2% |
| 3Y | -10.6% | -28.5% | +17.8% | -6.5% |
| 5Y | +2.5% | -37.4% | +39.9% | +8.5% |
| 10Y | +148.7% | +34.0% | +114.6% | +110.9% |
| All | +4,527.7% | +3,694.0% | +833.7% | +1,792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling