+5,690.5%
HUM vs NVMI
+1,965.6%
+3,724.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.2% |
| 7D | +2.1% | -0.1% | +2.1% | +2.1% |
| 30D | +5.4% | -8.4% | +13.8% | +5.7% |
| 3M | +11.4% | -33.6% | +45.0% | +13.0% |
| 6M | +141.5% | -14.7% | +156.2% | +142.0% |
| YTD | +61.2% | +13.2% | +48.0% | +59.4% |
| 1Y | +49.2% | +29.0% | +20.1% | +46.5% |
| 3Y | -9.0% | +215.0% | -224.0% | -15.0% |
| 5Y | +7.2% | +268.6% | -261.4% | -1.2% |
| 10Y | +152.7% | +3,124.7% | -2,972.0% | +114.0% |
| All | +5,690.5% | +1,965.6% | +3,724.8% | +4,753.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling