+49.2%
HUM vs S
+8.9%
+40.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.1% | -0.7% | +2.7% | +2.1% |
| 30D | +5.4% | -11.4% | +16.8% | +6.3% |
| 3M | +11.4% | +33.8% | -22.4% | +7.5% |
| 6M | +141.5% | +39.5% | +102.0% | +131.0% |
| YTD | +61.2% | +31.7% | +29.5% | +54.2% |
| 1Y | +49.2% | +7.0% | +42.2% | +46.0% |
| All | +49.2% | +8.9% | +40.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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