+175.7%
HUM vs P
+535.2%
-359.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.6% |
| 7D | +3.7% | +11.6% | -7.9% | +2.6% |
| 30D | +5.5% | -23.7% | +29.2% | +7.8% |
| 3M | +17.1% | -8.0% | +25.1% | +17.2% |
| 6M | +48.3% | +27.9% | +20.4% | +42.7% |
| YTD | +77.4% | +61.2% | +16.2% | +65.7% |
| 1Y | +92.6% | +28.6% | +63.9% | +82.4% |
| 3Y | -6.1% | +200.5% | -206.6% | -23.6% |
| 5Y | +6.2% | +282.9% | -276.7% | -19.1% |
| 10Y | +153.6% | +665.9% | -512.3% | +62.2% |
| All | +175.7% | +535.2% | -359.6% | +71.6% |
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