+152.3%
HUM vs NTRS
+259.9%
-107.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | +2.1% | +1.4% | +0.7% | +1.6% |
| 30D | +5.4% | -0.7% | +6.0% | +5.6% |
| 3M | +11.4% | +11.3% | +0.1% | +7.8% |
| 6M | +141.5% | +35.5% | +106.0% | +120.4% |
| YTD | +61.2% | +40.6% | +20.6% | +45.3% |
| 1Y | +49.2% | +49.2% | -0.1% | +32.0% |
| 3Y | -9.0% | +167.2% | -176.3% | -34.3% |
| 5Y | +7.2% | +94.9% | -87.8% | -16.5% |
| All | +152.3% | +259.9% | -107.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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