+14.3%
HUM vs UMAC
+488.3%
-474.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.4% | -4.0% | +2.6% | -1.3% |
| 30D | +7.5% | -9.4% | +16.9% | +7.6% |
| 3M | +10.2% | +3.0% | +7.2% | +9.7% |
| 6M | +132.5% | +27.2% | +105.3% | +128.2% |
| YTD | +57.6% | +84.7% | -27.1% | +52.4% |
| 1Y | +48.6% | +136.5% | -87.9% | +42.0% |
| All | +14.3% | +488.3% | -474.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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