+6,233.2%
HUM vs LH
+1,291.7%
+4,941.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.1% |
| 7D | -1.4% | -7.4% | +6.0% | +0.1% |
| 30D | +7.5% | -4.6% | +12.1% | +8.4% |
| 3M | +10.2% | +14.5% | -4.3% | +7.1% |
| 6M | +132.5% | +14.8% | +117.7% | +125.5% |
| YTD | +57.6% | +23.3% | +34.4% | +50.5% |
| 1Y | +48.6% | +13.6% | +35.0% | +44.0% |
| 3Y | -11.2% | +56.3% | -67.5% | -19.8% |
| 5Y | +4.8% | +25.2% | -20.4% | -2.0% |
| 10Y | +147.1% | +179.1% | -32.0% | +96.7% |
| All | +6,233.2% | +1,291.7% | +4,941.5% | +3,783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling