+152.3%
HUM vs URA
+346.2%
-193.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.3% | +5.5% | +2.6% |
| 7D | +2.1% | -5.5% | +7.5% | +2.6% |
| 30D | +5.4% | -3.7% | +9.1% | +5.7% |
| 3M | +11.4% | -2.9% | +14.3% | +11.5% |
| 6M | +141.5% | -15.2% | +156.8% | +143.4% |
| YTD | +61.2% | +1.9% | +59.3% | +57.4% |
| 1Y | +49.2% | +6.9% | +42.2% | +43.3% |
| 3Y | -9.0% | +99.6% | -108.6% | -23.3% |
| 5Y | +7.2% | +101.2% | -94.0% | -12.7% |
| All | +152.3% | +346.2% | -193.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling