+152.3%
HUM vs HRB
+209.1%
-56.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.1% |
| 7D | +2.1% | -8.0% | +10.1% | +3.9% |
| 30D | +5.4% | -16.0% | +21.4% | +9.3% |
| 3M | +11.4% | +26.9% | -15.5% | +4.8% |
| 6M | +141.5% | +51.1% | +90.4% | +116.6% |
| YTD | +61.2% | +7.1% | +54.1% | +56.3% |
| 1Y | +49.2% | -9.6% | +58.8% | +50.1% |
| 3Y | -9.0% | +25.4% | -34.4% | -16.7% |
| 5Y | +7.2% | +114.9% | -107.7% | -16.9% |
| All | +152.3% | +209.1% | -56.9% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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