+30.6%
HUM vs NOC
-10.0%
+40.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | +4.2% | -5.2% | +9.3% | +5.0% |
| 30D | +10.4% | -7.2% | +17.6% | +11.6% |
| 3M | +15.1% | -5.1% | +20.2% | +16.1% |
| 6M | +120.9% | -31.1% | +152.0% | +141.9% |
| YTD | +57.9% | -8.6% | +66.5% | +45.8% |
| 1Y | +30.6% | -9.7% | +40.3% | +12.3% |
| All | +30.6% | -10.0% | +40.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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