-4.6%
HUM vs S
-56.8%
+52.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +4.2% | -7.7% | +11.9% | +4.4% |
| 30D | +10.4% | -5.3% | +15.7% | +10.5% |
| 3M | +15.1% | +20.3% | -5.2% | +14.1% |
| 6M | +120.9% | +47.4% | +73.6% | +117.4% |
| YTD | +57.9% | +32.5% | +25.4% | +55.7% |
| 1Y | +30.6% | +9.5% | +21.0% | +29.4% |
| 3Y | -9.6% | +15.5% | -25.1% | -10.8% |
| 5Y | +1.6% | -71.2% | +72.8% | +0.6% |
| All | -4.6% | -56.8% | +52.1% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling