+35.7%
HUM vs REPL
-6.0%
+41.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | +4.2% | -3.0% | +7.1% | +4.3% |
| 30D | +10.4% | +27.1% | -16.8% | +9.1% |
| 3M | +15.1% | +52.4% | -37.3% | +10.6% |
| 6M | +120.9% | +107.4% | +13.5% | +99.1% |
| YTD | +57.9% | +54.7% | +3.2% | +44.5% |
| 1Y | +30.6% | +158.9% | -128.3% | +12.3% |
| 3Y | -9.6% | -23.7% | +14.1% | -24.9% |
| 5Y | +1.6% | -54.3% | +55.9% | -14.1% |
| All | +35.7% | -6.0% | +41.7% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling