+152.3%
HUM vs LH
+183.3%
-31.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.6% |
| 7D | +2.1% | -4.7% | +6.8% | +4.1% |
| 30D | +5.4% | -3.5% | +8.9% | +6.8% |
| 3M | +11.4% | +17.7% | -6.3% | +3.4% |
| 6M | +141.5% | +15.8% | +125.7% | +125.2% |
| YTD | +61.2% | +25.1% | +36.1% | +44.5% |
| 1Y | +49.2% | +12.5% | +36.6% | +39.7% |
| 3Y | -9.0% | +59.8% | -68.8% | -29.1% |
| 5Y | +7.2% | +27.1% | -19.9% | -8.7% |
| All | +152.3% | +183.3% | -31.0% | +33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling