-6.1%
HUM vs S
+41.6%
-47.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +3.7% | +2.0% | +1.8% | +3.6% |
| 30D | +5.5% | -2.7% | +8.2% | +5.6% |
| 3M | +17.1% | -6.9% | +24.0% | +17.5% |
| 6M | +48.3% | +38.1% | +10.2% | +44.5% |
| YTD | +77.4% | +48.0% | +29.4% | +71.5% |
| 1Y | +92.6% | +34.5% | +58.1% | +87.0% |
| 3Y | -6.1% | +38.3% | -44.4% | +4.2% |
| All | -6.1% | +41.6% | -47.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling