+0.8%
HUM vs HST
+75.9%
-75.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +3.7% | -2.8% | +6.5% | +4.2% |
| 3M | +10.4% | -6.5% | +16.9% | +11.4% |
| 6M | +125.7% | +20.7% | +105.0% | +119.1% |
| YTD | +57.3% | +30.5% | +26.9% | +51.0% |
| 1Y | +48.6% | +36.8% | +11.9% | +41.7% |
| 3Y | -11.3% | +65.9% | -77.2% | -18.0% |
| 5Y | +0.8% | +73.9% | -73.1% | -10.1% |
| All | +0.8% | +75.9% | -75.1% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling