+152.3%
HUM vs HIG
+313.7%
-161.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +2.1% | -1.5% | +3.5% | +2.5% |
| 30D | +5.4% | -0.4% | +5.7% | +5.5% |
| 3M | +11.4% | +6.7% | +4.7% | +8.8% |
| 6M | +141.5% | +2.0% | +139.5% | +138.9% |
| YTD | +61.2% | +0.3% | +60.9% | +60.2% |
| 1Y | +49.2% | +4.2% | +45.0% | +46.1% |
| 3Y | -9.0% | +102.2% | -111.3% | -29.0% |
| 5Y | +7.2% | +118.5% | -111.3% | -19.6% |
| All | +152.3% | +313.7% | -161.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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