+453.2%
HUT vs HUM
+61.4%
+391.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.4% | +6.0% | +6.3% |
| 7D | +28.3% | +2.1% | +26.2% | +27.7% |
| 30D | +12.3% | +4.7% | +7.6% | +11.2% |
| 3M | -16.8% | +13.5% | -30.3% | -19.0% |
| 6M | +111.4% | +126.7% | -15.3% | +76.5% |
| YTD | +116.6% | +58.5% | +58.0% | +92.4% |
| 1Y | +290.5% | +31.7% | +258.7% | +257.9% |
| 3Y | +792.3% | -10.6% | +802.9% | +794.3% |
| 5Y | +94.1% | +2.5% | +91.6% | +86.7% |
| All | +453.2% | +61.4% | +391.7% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling