+30.6%
HUM vs REPL
+161.1%
-130.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +4.2% | -3.0% | +7.1% | +4.2% |
| 30D | +10.4% | +27.1% | -16.8% | +10.0% |
| 3M | +15.1% | +52.4% | -37.3% | +14.1% |
| 6M | +120.9% | +107.4% | +13.5% | +113.9% |
| YTD | +57.9% | +54.7% | +3.2% | +54.4% |
| 1Y | +30.6% | +158.9% | -128.3% | +22.5% |
| All | +30.6% | +161.1% | -130.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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