+5.3%
HUM vs NYT
+38.8%
-33.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +2.1% | -0.6% | +2.7% | +2.1% |
| 30D | +5.4% | +4.6% | +0.8% | +4.9% |
| 3M | +11.4% | -9.6% | +21.0% | +12.2% |
| 6M | +141.5% | -14.0% | +155.5% | +144.3% |
| YTD | +61.2% | -2.8% | +64.0% | +61.0% |
| 1Y | +49.2% | +15.6% | +33.6% | +46.2% |
| 3Y | -9.0% | +56.3% | -65.4% | -13.6% |
| All | +5.3% | +38.8% | -33.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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