+152.3%
HUM vs IT
+103.1%
+49.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.3% | -3.0% | +1.1% |
| 7D | +2.1% | -3.7% | +5.7% | +2.8% |
| 30D | +5.4% | +0.1% | +5.3% | +5.0% |
| 3M | +11.4% | +20.7% | -9.3% | +4.7% |
| 6M | +141.5% | +12.0% | +129.5% | +129.7% |
| YTD | +61.2% | -28.8% | +90.0% | +70.8% |
| 1Y | +49.2% | -25.5% | +74.7% | +55.6% |
| 3Y | -9.0% | -48.8% | +39.7% | +1.7% |
| 5Y | +7.2% | -42.7% | +49.9% | +12.0% |
| All | +152.3% | +103.1% | +49.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling