+30.6%
HUM vs NI
+1.4%
+29.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +4.2% | +2.0% | +2.1% | +4.1% |
| 30D | +10.4% | -3.5% | +13.9% | +10.4% |
| 3M | +15.1% | -9.1% | +24.2% | +15.5% |
| 6M | +120.9% | -11.8% | +132.8% | +122.4% |
| YTD | +57.9% | +1.1% | +56.8% | +48.4% |
| 1Y | +30.6% | +6.7% | +23.9% | +18.8% |
| All | +30.6% | +1.4% | +29.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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