+5,695.2%
HUM vs HRB
+3,080.2%
+2,615.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.1% |
| 7D | +2.1% | -8.0% | +10.1% | +4.2% |
| 30D | +5.4% | -16.0% | +21.4% | +9.9% |
| 3M | +11.4% | +26.9% | -15.5% | +4.0% |
| 6M | +141.5% | +51.1% | +90.4% | +113.4% |
| YTD | +61.2% | +7.1% | +54.1% | +55.2% |
| 1Y | +49.2% | -9.6% | +58.8% | +49.7% |
| 3Y | -9.0% | +25.4% | -34.4% | -17.7% |
| 5Y | +7.2% | +114.9% | -107.7% | -18.3% |
| 10Y | +152.7% | +206.4% | -53.8% | +62.0% |
| All | +5,695.2% | +3,080.2% | +2,615.0% | +1,597.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling