+6.4%
HUM vs PL
+40.9%
-34.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.4% |
| 7D | +3.7% | +10.0% | -6.3% | +3.4% |
| 30D | +5.5% | -2.3% | +7.8% | +5.5% |
| 3M | +17.1% | -44.2% | +61.3% | +19.1% |
| 6M | +48.3% | -66.1% | +114.4% | +52.3% |
| YTD | +77.4% | -30.0% | +107.3% | +77.0% |
| 1Y | +92.6% | +21.0% | +71.5% | +88.6% |
| 3Y | -6.1% | +516.5% | -522.6% | -14.3% |
| 5Y | +6.2% | +32.0% | -25.8% | -6.6% |
| All | +6.4% | +40.9% | -34.5% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling