+25.6%
HYG vs HUM
-9.4%
+35.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.7% |
| 3M | -0.2% | +11.4% | -11.6% | -0.2% |
| 6M | +1.4% | +141.5% | -140.1% | +1.1% |
| YTD | +1.5% | +61.2% | -59.7% | +1.2% |
| 1Y | +2.9% | +49.2% | -46.3% | +2.6% |
| 3Y | +25.6% | -9.0% | +34.7% | +22.0% |
| All | +25.6% | -9.4% | +35.0% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling