+0.8%
HUM vs REPL
-53.9%
+54.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.2% | -9.6% | +9.3% | +0.1% |
| 30D | +3.7% | +5.7% | -2.0% | +3.5% |
| 3M | +10.4% | +56.4% | -46.0% | +7.3% |
| 6M | +125.7% | +67.4% | +58.3% | +111.7% |
| YTD | +57.3% | +48.7% | +8.7% | +48.0% |
| 1Y | +48.6% | +148.3% | -99.7% | +33.2% |
| 3Y | -11.3% | -26.7% | +15.4% | -22.4% |
| 5Y | +0.8% | -54.1% | +55.0% | -11.5% |
| All | +0.8% | -53.9% | +54.7% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling