+55.2%
HYG vs HUM
+152.7%
-97.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | -0.7% | +2.1% | -2.8% | -0.9% |
| 30D | -0.7% | +5.4% | -6.1% | -1.1% |
| 3M | -0.2% | +11.4% | -11.6% | -1.1% |
| 6M | +1.4% | +141.5% | -140.1% | -5.2% |
| YTD | +1.5% | +61.2% | -59.7% | -2.6% |
| 1Y | +2.9% | +49.2% | -46.3% | -0.8% |
| 3Y | +25.6% | -9.0% | +34.7% | +25.7% |
| 5Y | +18.6% | +7.2% | +11.4% | +14.5% |
| All | +55.2% | +152.7% | -97.5% | +37.3% |
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