+0.8%
HUM vs P
+274.2%
-273.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.7% |
| 7D | -0.2% | +5.0% | -5.2% | -0.3% |
| 30D | +3.7% | -0.9% | +4.7% | +3.7% |
| 3M | +10.4% | +38.7% | -28.3% | +9.5% |
| 6M | +125.7% | +54.4% | +71.4% | +122.9% |
| YTD | +57.3% | +44.8% | +12.5% | +55.3% |
| 1Y | +48.6% | +22.5% | +26.1% | +46.4% |
| 3Y | -11.3% | +148.2% | -159.5% | -16.9% |
| 5Y | +0.8% | +268.9% | -268.1% | -11.5% |
| All | +0.8% | +274.2% | -273.4% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling