-9.0%
HUM vs ZBRA
+35.9%
-45.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.4% | +2.1% |
| 7D | +2.1% | -3.4% | +5.5% | +2.4% |
| 30D | +5.4% | -7.4% | +12.8% | +6.1% |
| 3M | +11.4% | +57.5% | -46.1% | +5.7% |
| 6M | +141.5% | +64.0% | +77.5% | +127.2% |
| YTD | +61.2% | +44.3% | +16.9% | +53.5% |
| 1Y | +49.2% | +10.9% | +38.3% | +44.6% |
| 3Y | -9.0% | +37.5% | -46.6% | -10.6% |
| All | -9.0% | +35.9% | -45.0% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling