+49.2%
HUM vs P
+20.5%
+28.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.1% | +2.3% |
| 7D | +2.1% | -1.3% | +3.4% | +2.0% |
| 30D | +5.4% | -11.9% | +17.3% | +5.2% |
| 3M | +11.4% | +41.6% | -30.2% | +12.1% |
| 6M | +141.5% | +58.1% | +83.4% | +144.6% |
| YTD | +61.2% | +46.5% | +14.7% | +62.2% |
| 1Y | +49.2% | +19.1% | +30.1% | +44.9% |
| All | +49.2% | +20.5% | +28.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling