+152.3%
HUM vs ZBH
-16.2%
+168.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.9% |
| 7D | +2.1% | -4.7% | +6.7% | +3.5% |
| 30D | +5.4% | -4.5% | +9.9% | +6.7% |
| 3M | +11.4% | +7.6% | +3.8% | +8.3% |
| 6M | +141.5% | +0.3% | +141.2% | +138.6% |
| YTD | +61.2% | +4.5% | +56.7% | +57.0% |
| 1Y | +49.2% | -9.4% | +58.5% | +51.5% |
| 3Y | -9.0% | -21.5% | +12.4% | -4.8% |
| 5Y | +7.2% | -28.4% | +35.6% | +13.1% |
| All | +152.3% | -16.2% | +168.5% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling