+152.3%
HUM vs PODD
+223.0%
-70.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.5% |
| 7D | +2.1% | -10.5% | +12.6% | +3.5% |
| 30D | +5.4% | -9.0% | +14.4% | +6.5% |
| 3M | +11.4% | -11.5% | +23.0% | +12.4% |
| 6M | +141.5% | -44.7% | +186.3% | +158.3% |
| YTD | +61.2% | -53.6% | +114.8% | +76.8% |
| 1Y | +49.2% | -61.0% | +110.1% | +67.3% |
| 3Y | -9.0% | -24.7% | +15.7% | -9.3% |
| 5Y | +7.2% | -55.5% | +62.7% | +12.8% |
| All | +152.3% | +223.0% | -70.7% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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