+30.6%
HUM vs QSR
+33.2%
-2.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +4.2% | +2.4% | +1.7% | +4.5% |
| 30D | +10.4% | +7.6% | +2.7% | +11.5% |
| 3M | +15.1% | +12.6% | +2.4% | +17.1% |
| 6M | +120.9% | +14.4% | +106.6% | +121.4% |
| YTD | +57.9% | +19.6% | +38.3% | +57.9% |
| 1Y | +30.6% | +33.9% | -3.3% | +31.4% |
| All | +30.6% | +33.2% | -2.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling