+152.3%
HUM vs ZBRA
+435.2%
-283.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +2.0% |
| 7D | +2.1% | -3.4% | +5.5% | +2.6% |
| 30D | +5.4% | -7.4% | +12.8% | +6.7% |
| 3M | +11.4% | +57.5% | -46.1% | +1.7% |
| 6M | +141.5% | +64.0% | +77.5% | +118.0% |
| YTD | +61.2% | +44.3% | +16.9% | +48.5% |
| 1Y | +49.2% | +10.9% | +38.3% | +43.7% |
| 3Y | -9.0% | +37.5% | -46.6% | -18.1% |
| 5Y | +7.2% | -39.7% | +46.8% | +13.7% |
| All | +152.3% | +435.2% | -283.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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