+5,566.9%
HUM vs NI
+5,096.4%
+470.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +7.5% | -1.4% | +8.9% | +8.0% |
| 3M | +10.2% | -10.6% | +20.8% | +14.6% |
| 6M | +132.5% | -9.9% | +142.4% | +140.1% |
| YTD | +57.6% | +1.2% | +56.5% | +55.6% |
| 1Y | +48.6% | +4.4% | +44.2% | +45.0% |
| 3Y | -11.2% | +68.6% | -79.8% | -28.7% |
| 5Y | +4.8% | +98.0% | -93.2% | -22.0% |
| 10Y | +147.1% | +143.6% | +3.5% | +66.6% |
| All | +5,566.9% | +5,096.4% | +470.5% | +1,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling