+5,556.9%
HUM vs UL
+2,587.5%
+2,969.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -0.2% | -3.2% | +3.0% | +0.8% |
| 30D | +3.7% | -0.6% | +4.3% | +3.8% |
| 3M | +10.4% | +9.4% | +1.0% | +6.7% |
| 6M | +125.7% | -4.1% | +129.9% | +127.0% |
| YTD | +57.3% | -2.0% | +59.3% | +56.7% |
| 1Y | +48.6% | -9.0% | +57.6% | +51.5% |
| 3Y | -11.3% | +21.8% | -33.1% | -19.0% |
| 5Y | +0.8% | +20.6% | -19.8% | -9.1% |
| 10Y | +146.7% | +67.7% | +78.9% | +94.5% |
| All | +5,556.9% | +2,587.5% | +2,969.4% | +1,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling