+38.3%
HUM vs Q
+78.4%
-40.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.9% |
| 7D | -0.2% | +6.6% | -6.8% | -0.8% |
| 30D | +3.7% | -6.6% | +10.3% | +4.3% |
| 3M | +10.4% | -13.2% | +23.6% | +11.3% |
| 6M | +125.7% | +9.9% | +115.8% | +121.9% |
| YTD | +57.3% | +53.9% | +3.4% | +52.7% |
| All | +38.3% | +78.4% | -40.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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