+3,333.6%
HUM vs IT
+5,548.9%
-2,215.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -0.2% | -9.1% | +8.9% | +1.4% |
| 30D | +3.7% | -12.2% | +15.9% | +5.8% |
| 3M | +10.4% | +7.8% | +2.6% | +7.2% |
| 6M | +125.7% | +2.0% | +123.7% | +120.4% |
| YTD | +57.3% | -32.7% | +90.1% | +64.5% |
| 1Y | +48.6% | -31.1% | +79.7% | +54.3% |
| 3Y | -11.3% | -52.1% | +40.8% | -3.4% |
| 5Y | +0.8% | -46.3% | +47.1% | +5.9% |
| 10Y | +146.7% | +91.4% | +55.3% | +101.2% |
| All | +3,333.6% | +5,548.9% | -2,215.3% | +1,094.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling