+5,566.9%
HUM vs NSC
+5,636.1%
-69.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | +7.5% | -3.4% | +10.9% | +8.5% |
| 3M | +10.2% | +5.1% | +5.1% | +8.3% |
| 6M | +132.5% | +9.2% | +123.3% | +125.3% |
| YTD | +57.6% | +13.4% | +44.2% | +50.9% |
| 1Y | +48.6% | +20.8% | +27.8% | +39.8% |
| 3Y | -11.2% | +76.1% | -87.2% | -26.4% |
| 5Y | +4.8% | +45.3% | -40.5% | -9.7% |
| 10Y | +147.1% | +335.7% | -188.6% | +53.0% |
| All | +5,566.9% | +5,636.1% | -69.1% | +1,290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling