+78.2%
HUM vs ROKU
+875.4%
-797.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -1.4% | -2.6% | +1.2% | -1.3% |
| 30D | +7.5% | +2.1% | +5.4% | +7.4% |
| 3M | +10.2% | +31.8% | -21.6% | +8.7% |
| 6M | +132.5% | +53.3% | +79.3% | +127.5% |
| YTD | +57.6% | +42.1% | +15.6% | +54.7% |
| 1Y | +48.6% | +62.3% | -13.7% | +44.8% |
| 3Y | -11.2% | +84.6% | -95.8% | -15.2% |
| 5Y | +4.8% | -53.1% | +57.9% | +3.7% |
| All | +78.2% | +875.4% | -797.3% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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