+171.8%
HUM vs P
+547.6%
-375.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.9% |
| 7D | +7.7% | +17.8% | -10.1% | +6.1% |
| 30D | +5.8% | -29.9% | +35.6% | +8.9% |
| 3M | +14.3% | -1.2% | +15.5% | +13.6% |
| 6M | +50.9% | +32.1% | +18.8% | +44.8% |
| YTD | +74.9% | +64.3% | +10.6% | +63.1% |
| 1Y | +86.9% | +24.3% | +62.6% | +77.8% |
| 3Y | -6.7% | +203.2% | -209.9% | -24.1% |
| 5Y | +4.8% | +290.4% | -285.7% | -20.4% |
| 10Y | +150.1% | +680.9% | -530.8% | +59.7% |
| All | +171.8% | +547.6% | -375.8% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling