+448.2%
HUT vs HUM
+64.1%
+384.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.3% | +6.6% | +8.3% |
| 7D | +5.4% | +2.1% | +3.3% | +5.0% |
| 30D | +8.6% | +5.4% | +3.2% | +7.4% |
| 3M | -15.2% | +11.4% | -26.6% | -17.1% |
| 6M | +92.9% | +141.5% | -48.6% | +59.0% |
| YTD | +114.6% | +61.2% | +53.4% | +90.0% |
| 1Y | +208.5% | +49.2% | +159.4% | +176.4% |
| 3Y | +821.5% | -9.0% | +830.5% | +820.0% |
| 5Y | +101.8% | +7.2% | +94.7% | +92.1% |
| All | +448.2% | +64.1% | +384.1% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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