+146.4%
HUM vs P
+494.9%
-348.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.2% |
| 7D | +2.1% | +7.8% | -5.8% | +1.3% |
| 30D | +4.7% | +12.3% | -7.6% | +3.2% |
| 3M | +13.5% | +37.1% | -23.6% | +9.5% |
| 6M | +126.7% | +66.1% | +60.6% | +113.4% |
| YTD | +58.5% | +50.9% | +7.6% | +49.9% |
| 1Y | +31.7% | +27.2% | +4.5% | +25.2% |
| 3Y | -10.6% | +158.7% | -169.3% | -25.6% |
| 5Y | +2.5% | +291.1% | -288.6% | -22.2% |
| 10Y | +148.7% | +715.0% | -566.3% | +59.9% |
| All | +146.4% | +494.9% | -348.5% | +55.2% |
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