+2.9%
HYG vs HUM
+50.8%
-47.9%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | -0.7% | +2.1% | -2.8% | -0.7% |
| 30D | -0.7% | +5.4% | -6.1% | -0.8% |
| 3M | -0.2% | +11.4% | -11.6% | -0.3% |
| 6M | +1.4% | +141.5% | -140.1% | +0.5% |
| YTD | +1.5% | +61.2% | -59.7% | +0.8% |
| 1Y | +2.9% | +49.2% | -46.3% | +2.1% |
| All | +2.9% | +50.8% | -47.9% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling