+5.3%
HUM vs QS
-74.9%
+80.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.3% | +2.2% |
| 7D | +2.1% | -3.6% | +5.7% | +2.1% |
| 30D | +5.4% | -17.2% | +22.6% | +5.7% |
| 3M | +11.4% | -27.0% | +38.4% | +11.9% |
| 6M | +141.5% | -24.6% | +166.1% | +142.3% |
| YTD | +61.2% | -49.3% | +110.5% | +62.5% |
| 1Y | +49.2% | -40.3% | +89.5% | +49.3% |
| 3Y | -9.0% | -23.8% | +14.8% | -10.7% |
| All | +5.3% | -74.9% | +80.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling