-9.0%
HUM vs Z
-36.5%
+27.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +2.0% |
| 7D | +2.1% | -6.0% | +8.1% | +2.4% |
| 30D | +5.4% | -2.3% | +7.7% | +5.4% |
| 3M | +11.4% | -0.6% | +12.0% | +11.1% |
| 6M | +141.5% | -27.6% | +169.1% | +145.5% |
| YTD | +61.2% | -52.4% | +113.5% | +68.9% |
| 1Y | +49.2% | -63.6% | +112.7% | +58.4% |
| 3Y | -9.0% | -36.4% | +27.3% | -6.0% |
| All | -9.0% | -36.5% | +27.5% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling