-9.0%
HUM vs LH
+58.7%
-67.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +2.1% | -4.7% | +6.8% | +3.0% |
| 30D | +5.4% | -3.5% | +8.9% | +6.1% |
| 3M | +11.4% | +17.7% | -6.3% | +7.7% |
| 6M | +141.5% | +15.8% | +125.7% | +134.1% |
| YTD | +61.2% | +25.1% | +36.1% | +53.0% |
| 1Y | +49.2% | +12.5% | +36.6% | +45.1% |
| 3Y | -9.0% | +59.8% | -68.8% | -13.7% |
| All | -9.0% | +58.7% | -67.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling