+152.3%
HUM vs NSC
+332.1%
-179.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.6% |
| 7D | +2.1% | -2.8% | +4.8% | +3.1% |
| 30D | +5.4% | -4.5% | +9.9% | +7.0% |
| 3M | +11.4% | +3.5% | +7.9% | +9.5% |
| 6M | +141.5% | +8.5% | +133.0% | +132.3% |
| YTD | +61.2% | +12.3% | +48.8% | +52.8% |
| 1Y | +49.2% | +18.9% | +30.2% | +38.5% |
| 3Y | -9.0% | +74.1% | -83.2% | -28.9% |
| 5Y | +7.2% | +43.9% | -36.7% | -12.3% |
| All | +152.3% | +332.1% | -179.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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