-9.0%
HUM vs NVMI
+207.9%
-216.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.3% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +5.4% | -8.4% | +13.8% | +5.4% |
| 3M | +11.4% | -33.6% | +45.0% | +11.1% |
| 6M | +141.5% | -14.7% | +156.2% | +141.2% |
| YTD | +61.2% | +13.2% | +48.0% | +60.7% |
| 1Y | +49.2% | +29.0% | +20.1% | +49.1% |
| 3Y | -9.0% | +215.0% | -224.0% | -0.1% |
| All | -9.0% | +207.9% | -216.9% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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