+4.8%
HUM vs S
-70.4%
+75.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +7.5% | -11.8% | +19.3% | +8.0% |
| 3M | +10.2% | +33.9% | -23.7% | +8.7% |
| 6M | +132.5% | +40.1% | +92.4% | +128.6% |
| YTD | +57.6% | +32.1% | +25.6% | +55.1% |
| 1Y | +48.6% | +11.0% | +37.5% | +47.1% |
| 3Y | -11.2% | +16.9% | -28.1% | -12.6% |
| 5Y | +4.8% | -68.9% | +73.7% | +7.0% |
| All | +4.8% | -70.4% | +75.2% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling