+5.3%
HUM vs USHY
+20.9%
-15.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.2% | +2.2% |
| 7D | +2.1% | -0.7% | +2.7% | +2.4% |
| 30D | +5.4% | -0.7% | +6.1% | +5.8% |
| 3M | +11.4% | +0.1% | +11.4% | +11.4% |
| 6M | +141.5% | +1.8% | +139.7% | +139.2% |
| YTD | +61.2% | +1.8% | +59.4% | +59.7% |
| 1Y | +49.2% | +3.3% | +45.9% | +46.8% |
| 3Y | -9.0% | +27.0% | -36.0% | -18.9% |
| All | +5.3% | +20.9% | -15.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling