+50.0%
HUM vs PL
-0.6%
+50.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.2% |
| 7D | +1.6% | -11.7% | +13.3% | +2.1% |
| 30D | +3.5% | -27.1% | +30.7% | +5.0% |
| 3M | +15.5% | -44.6% | +60.1% | +18.3% |
| 6M | +76.2% | -67.2% | +143.4% | +80.6% |
| YTD | +64.5% | -35.9% | +100.4% | +60.1% |
| 1Y | +50.0% | -0.4% | +50.4% | +39.9% |
| All | +50.0% | -0.6% | +50.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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