+599.4%
HUM vs PODD
+711.3%
-111.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | -0.2% | -6.9% | +6.7% | +0.9% |
| 30D | +3.7% | -3.5% | +7.2% | +4.2% |
| 3M | +10.4% | -13.6% | +24.0% | +12.1% |
| 6M | +125.7% | -42.6% | +168.4% | +142.9% |
| YTD | +57.3% | -51.5% | +108.8% | +74.0% |
| 1Y | +48.6% | -60.9% | +109.5% | +69.8% |
| 3Y | -11.3% | -19.8% | +8.5% | -12.4% |
| 5Y | +0.8% | -54.4% | +55.2% | +6.0% |
| 10Y | +146.7% | +236.1% | -89.4% | +73.8% |
| All | +599.4% | +711.3% | -111.9% | +233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling