+769.2%
HUM vs URA
-52.4%
+821.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +3.7% | -1.5% | +5.3% | +3.9% |
| 30D | +5.5% | -10.4% | +15.9% | +6.9% |
| 3M | +17.1% | -29.6% | +46.8% | +22.3% |
| 6M | +48.3% | -40.3% | +88.5% | +57.6% |
| YTD | +77.4% | -25.5% | +102.9% | +79.8% |
| 1Y | +92.6% | -26.4% | +119.0% | +95.2% |
| 3Y | -6.1% | +31.4% | -37.5% | -17.0% |
| 5Y | +6.2% | +28.6% | -22.3% | -8.1% |
| 10Y | +153.6% | +260.9% | -107.3% | +60.0% |
| All | +769.2% | -52.4% | +821.6% | +644.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling