-9.0%
HUM vs USFR
+14.1%
-23.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.4% |
| 7D | +2.1% | +0.1% | +1.9% | +2.3% |
| 30D | +5.4% | +0.4% | +5.0% | +6.0% |
| 3M | +11.4% | +1.0% | +10.4% | +13.9% |
| 6M | +141.5% | +2.0% | +139.5% | +153.7% |
| YTD | +61.2% | +2.8% | +58.4% | +74.2% |
| 1Y | +49.2% | +4.1% | +45.1% | +70.3% |
| 3Y | -9.0% | +14.1% | -23.2% | +31.2% |
| All | -9.0% | +14.1% | -23.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling