+50.0%
HUM vs LEN
-21.9%
+71.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -0.5% |
| 7D | +1.6% | +10.5% | -8.9% | +0.9% |
| 30D | +3.5% | +24.6% | -21.1% | +1.9% |
| 3M | +15.5% | +6.6% | +8.9% | +15.3% |
| 6M | +76.2% | +10.6% | +65.6% | +74.0% |
| YTD | +64.5% | -8.3% | +72.8% | +66.6% |
| 1Y | +50.0% | -22.5% | +72.5% | +61.0% |
| All | +50.0% | -21.9% | +71.9% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling