-9.0%
HUM vs HRB
+25.9%
-34.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | +2.1% | -8.0% | +10.1% | +3.4% |
| 30D | +5.4% | -16.0% | +21.4% | +8.2% |
| 3M | +11.4% | +26.9% | -15.5% | +6.4% |
| 6M | +141.5% | +51.1% | +90.4% | +123.1% |
| YTD | +61.2% | +7.1% | +54.1% | +58.4% |
| 1Y | +49.2% | -9.6% | +58.8% | +49.8% |
| 3Y | -9.0% | +25.4% | -34.4% | -8.1% |
| All | -9.0% | +25.9% | -34.9% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling