+50.0%
HUM vs HST
+76.4%
-26.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +1.6% | +3.3% | -1.8% | +0.7% |
| 30D | +3.5% | +16.4% | -12.8% | -0.4% |
| 3M | +15.5% | +5.5% | +10.0% | +13.7% |
| 6M | +76.2% | +31.1% | +45.1% | +62.3% |
| YTD | +64.5% | +55.9% | +8.6% | +43.8% |
| 1Y | +50.0% | +75.6% | -25.6% | +34.5% |
| All | +50.0% | +76.4% | -26.4% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling