+92.6%
HUM vs HST
+53.2%
+39.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +3.7% | +3.6% | +0.2% | +2.4% |
| 30D | +5.5% | +11.2% | -5.7% | +1.3% |
| 3M | +17.1% | +13.1% | +4.0% | +11.6% |
| 6M | +48.3% | +23.9% | +24.4% | +32.8% |
| YTD | +77.4% | +52.3% | +25.1% | +35.6% |
| 1Y | +92.6% | +56.7% | +35.9% | +44.6% |
| All | +92.6% | +53.2% | +39.4% | +44.6% |
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