-12.2%
HUM vs NVD
-99.1%
+86.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +2.1% | +10.8% | -8.8% | +2.1% |
| 30D | +5.4% | +0.8% | +4.6% | +5.4% |
| 3M | +11.4% | -20.8% | +32.2% | +11.4% |
| 6M | +141.5% | -41.2% | +182.7% | +142.0% |
| YTD | +61.2% | -44.2% | +105.4% | +61.5% |
| 1Y | +49.2% | -54.2% | +103.3% | +49.8% |
| 3Y | -9.0% | -99.1% | +90.1% | +2.9% |
| All | -12.2% | -99.1% | +86.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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