+0.8%
HUM vs QS
-47.0%
+47.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.9% | -0.7% |
| 7D | -0.2% | -4.2% | +4.0% | -0.2% |
| 30D | +3.7% | -15.7% | +19.4% | +3.8% |
| 3M | +10.4% | -28.7% | +39.1% | +10.6% |
| 6M | +125.7% | -23.2% | +149.0% | +126.0% |
| YTD | +57.3% | -49.9% | +107.2% | +57.8% |
| 1Y | +48.6% | -38.8% | +87.4% | +48.6% |
| 3Y | -11.3% | -24.0% | +12.7% | -11.8% |
| 5Y | +0.8% | -75.6% | +76.4% | +0.1% |
| All | +0.8% | -47.0% | +47.8% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling