+50.0%
HUM vs Z
-54.2%
+104.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -0.6% |
| 7D | +1.6% | +10.2% | -8.6% | +0.9% |
| 30D | +3.5% | +23.7% | -20.2% | +2.1% |
| 3M | +15.5% | -6.6% | +22.1% | +16.1% |
| 6M | +76.2% | -23.0% | +99.2% | +81.1% |
| YTD | +64.5% | -50.3% | +114.8% | +87.0% |
| 1Y | +50.0% | -53.6% | +103.6% | +71.1% |
| All | +50.0% | -54.2% | +104.2% | +71.1% |
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