+30.6%
HUM vs LH
+20.0%
+10.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +4.2% | -2.5% | +6.6% | +4.4% |
| 30D | +10.4% | +4.3% | +6.0% | +9.9% |
| 3M | +15.1% | +25.5% | -10.5% | +12.7% |
| 6M | +120.9% | +17.0% | +104.0% | +117.9% |
| YTD | +57.9% | +31.3% | +26.7% | +52.8% |
| 1Y | +30.6% | +20.0% | +10.6% | +25.8% |
| All | +30.6% | +20.0% | +10.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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