+30.6%
HUM vs Z
-58.8%
+89.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | +4.2% | -3.0% | +7.2% | +4.4% |
| 30D | +10.4% | -4.2% | +14.6% | +10.7% |
| 3M | +15.1% | -3.7% | +18.8% | +15.4% |
| 6M | +120.9% | -24.5% | +145.4% | +128.6% |
| YTD | +57.9% | -49.3% | +107.2% | +80.2% |
| 1Y | +30.6% | -58.7% | +89.2% | +57.8% |
| All | +30.6% | -58.8% | +89.4% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling