+2,953.5%
HUM vs NDAQ
+2,261.2%
+692.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.2% | -1.6% | +1.3% | +0.1% |
| 30D | +3.7% | -1.5% | +5.2% | +4.0% |
| 3M | +10.4% | +8.0% | +2.4% | +8.2% |
| 6M | +125.7% | +7.7% | +118.0% | +121.2% |
| YTD | +57.3% | -2.3% | +59.7% | +57.2% |
| 1Y | +48.6% | +0.6% | +48.1% | +47.5% |
| 3Y | -11.3% | +90.9% | -102.2% | -24.1% |
| 5Y | +0.8% | +52.5% | -51.6% | -10.4% |
| 10Y | +146.7% | +380.3% | -233.6% | +73.0% |
| All | +2,953.5% | +2,261.2% | +692.3% | +1,341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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