+142.1%
HUM vs Z
+17.0%
+125.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +1.0% |
| 7D | +2.1% | -3.3% | +5.3% | +2.4% |
| 30D | +4.7% | -3.7% | +8.4% | +4.9% |
| 3M | +13.5% | -7.0% | +20.5% | +13.8% |
| 6M | +126.7% | -29.5% | +156.2% | +132.6% |
| YTD | +58.5% | -52.6% | +111.1% | +68.7% |
| 1Y | +31.7% | -64.0% | +95.7% | +43.5% |
| 3Y | -10.6% | -36.4% | +25.8% | -9.4% |
| 5Y | +2.5% | -65.8% | +68.2% | +7.5% |
| 10Y | +148.7% | -5.8% | +154.5% | +111.7% |
| All | +142.1% | +17.0% | +125.0% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling