-9.0%
HUM vs NSC
+73.4%
-82.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +2.1% | -2.8% | +4.8% | +2.7% |
| 30D | +5.4% | -4.5% | +9.9% | +6.3% |
| 3M | +11.4% | +3.5% | +7.9% | +10.1% |
| 6M | +141.5% | +8.5% | +133.0% | +134.9% |
| YTD | +61.2% | +12.3% | +48.8% | +55.1% |
| 1Y | +49.2% | +18.9% | +30.2% | +41.8% |
| 3Y | -9.0% | +74.1% | -83.2% | -16.5% |
| All | -9.0% | +73.4% | -82.4% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling