+152.3%
HUM vs NI
+143.3%
+9.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | 0.0% | +2.0% | +2.0% |
| 30D | +5.4% | -1.4% | +6.8% | +5.9% |
| 3M | +11.4% | -10.6% | +22.0% | +16.0% |
| 6M | +141.5% | -9.3% | +150.8% | +148.9% |
| YTD | +61.2% | +1.1% | +60.0% | +58.7% |
| 1Y | +49.2% | +3.4% | +45.8% | +45.6% |
| 3Y | -9.0% | +67.9% | -76.9% | -28.5% |
| 5Y | +7.2% | +98.0% | -90.8% | -23.4% |
| All | +152.3% | +143.3% | +9.0% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling