+5,578.4%
HUM vs KEY
+1,050.5%
+4,527.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +4.2% | +2.2% | +1.9% | +3.6% |
| 30D | +10.4% | -3.0% | +13.4% | +11.1% |
| 3M | +15.1% | +3.3% | +11.7% | +14.1% |
| 6M | +120.9% | +9.2% | +111.7% | +116.0% |
| YTD | +57.9% | +10.6% | +47.3% | +53.8% |
| 1Y | +30.6% | +20.4% | +10.2% | +24.4% |
| 3Y | -9.6% | +121.8% | -131.4% | -27.0% |
| 5Y | +1.6% | +41.1% | -39.5% | -13.3% |
| 10Y | +146.4% | +168.5% | -22.1% | +67.5% |
| All | +5,578.4% | +1,050.5% | +4,527.9% | +2,057.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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