+674.0%
HUM vs URA
-31.1%
+705.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +4.2% | +1.1% | +3.1% | +4.0% |
| 30D | +10.4% | +7.4% | +3.0% | +9.2% |
| 3M | +15.1% | -8.4% | +23.5% | +16.0% |
| 6M | +120.9% | -12.7% | +133.6% | +122.5% |
| YTD | +57.9% | +7.8% | +50.1% | +52.8% |
| 1Y | +30.6% | +19.5% | +11.1% | +22.9% |
| 3Y | -9.6% | +116.4% | -126.0% | -25.8% |
| 5Y | +1.6% | +134.3% | -132.7% | -21.0% |
| 10Y | +146.4% | +359.3% | -212.8% | +52.2% |
| All | +674.0% | -31.1% | +705.1% | +532.3% |
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