+1,593.1%
HUM vs HIG
+987.6%
+605.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | -0.2% | -0.5% | +0.2% | -0.1% |
| 30D | +3.7% | -2.8% | +6.5% | +4.4% |
| 3M | +10.4% | +6.3% | +4.1% | +8.7% |
| 6M | +125.7% | -0.1% | +125.8% | +125.2% |
| YTD | +57.3% | +0.4% | +56.9% | +56.7% |
| 1Y | +48.6% | +6.2% | +42.4% | +46.0% |
| 3Y | -11.3% | +101.6% | -112.9% | -24.9% |
| 5Y | +0.8% | +119.8% | -119.0% | -17.0% |
| 10Y | +146.7% | +311.7% | -165.1% | +70.4% |
| All | +1,593.1% | +987.6% | +605.4% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling