-9.0%
HUM vs INDA
+7.9%
-16.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.2% |
| 7D | +2.1% | -2.7% | +4.7% | +2.3% |
| 30D | +5.4% | -2.8% | +8.2% | +5.6% |
| 3M | +11.4% | +1.6% | +9.8% | +11.2% |
| 6M | +141.5% | -1.4% | +142.9% | +140.8% |
| YTD | +61.2% | -10.1% | +71.3% | +62.2% |
| 1Y | +49.2% | -8.8% | +57.9% | +49.7% |
| 3Y | -9.0% | +7.6% | -16.7% | -6.8% |
| All | -9.0% | +7.9% | -16.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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