+5.3%
HUM vs NOC
+58.2%
-52.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +5.4% | -9.7% | +15.1% | +7.4% |
| 3M | +11.4% | -5.6% | +17.1% | +12.5% |
| 6M | +141.5% | -28.6% | +170.1% | +158.2% |
| YTD | +61.2% | -7.9% | +69.1% | +61.8% |
| 1Y | +49.2% | -9.5% | +58.7% | +50.4% |
| 3Y | -9.0% | +28.4% | -37.4% | -15.9% |
| All | +5.3% | +58.2% | -52.9% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling