-9.0%
HUM vs UL
+20.7%
-29.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.2% |
| 7D | +2.1% | -3.4% | +5.5% | +2.4% |
| 30D | +5.4% | +0.5% | +4.9% | +5.3% |
| 3M | +11.4% | +7.2% | +4.2% | +10.6% |
| 6M | +141.5% | -3.1% | +144.6% | +143.9% |
| YTD | +61.2% | -2.7% | +63.9% | +62.5% |
| 1Y | +49.2% | -10.2% | +59.4% | +52.9% |
| 3Y | -9.0% | +20.3% | -29.3% | -14.8% |
| All | -9.0% | +20.7% | -29.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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