+4,894.5%
HUM vs ZBRA
+8,746.0%
-3,851.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -3.8% | +2.3% | -0.9% |
| 30D | +7.5% | -10.2% | +17.7% | +9.2% |
| 3M | +10.2% | +58.7% | -48.5% | +1.7% |
| 6M | +132.5% | +61.9% | +70.6% | +113.3% |
| YTD | +57.6% | +41.7% | +15.9% | +47.3% |
| 1Y | +48.6% | +12.4% | +36.2% | +43.6% |
| 3Y | -11.2% | +34.2% | -45.3% | -18.5% |
| 5Y | +4.8% | -40.8% | +45.6% | +6.7% |
| 10Y | +147.1% | +420.3% | -273.2% | +74.2% |
| All | +4,894.5% | +8,746.0% | -3,851.5% | +2,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling