+4,647.8%
HUM vs ZBH
+265.6%
+4,382.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | -1.4% | -6.6% | +5.1% | +0.8% |
| 30D | +7.5% | -4.9% | +12.4% | +9.2% |
| 3M | +10.2% | +5.1% | +5.1% | +7.5% |
| 6M | +132.5% | +1.3% | +131.2% | +128.3% |
| YTD | +57.6% | +3.4% | +54.3% | +53.6% |
| 1Y | +48.6% | -8.7% | +57.3% | +50.6% |
| 3Y | -11.2% | -21.2% | +10.1% | -7.0% |
| 5Y | +4.8% | -29.2% | +34.0% | +11.1% |
| 10Y | +147.1% | -17.5% | +164.6% | +134.1% |
| All | +4,647.8% | +265.6% | +4,382.2% | +2,306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling