+216.6%
HUM vs QSR
+205.8%
+10.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.1% |
| 7D | +2.1% | -4.0% | +6.1% | +3.2% |
| 30D | +5.4% | +2.8% | +2.6% | +4.5% |
| 3M | +11.4% | +5.1% | +6.3% | +9.5% |
| 6M | +141.5% | +8.8% | +132.7% | +133.8% |
| YTD | +61.2% | +14.8% | +46.4% | +53.2% |
| 1Y | +49.2% | +25.7% | +23.4% | +37.6% |
| 3Y | -9.0% | +27.5% | -36.6% | -18.2% |
| 5Y | +7.2% | +41.3% | -34.1% | -8.3% |
| 10Y | +152.7% | +133.8% | +18.9% | +71.1% |
| All | +216.6% | +205.8% | +10.9% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling