+18.3%
HYG vs HUM
+6.5%
+11.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.1% |
| 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% | -0.4% |
| 6M | +1.4% | +141.5% | -140.1% | -0.5% |
| YTD | +1.5% | +61.2% | -59.7% | +0.3% |
| 1Y | +2.9% | +49.2% | -46.3% | +1.8% |
| 3Y | +25.6% | -9.0% | +34.7% | +26.1% |
| All | +18.3% | +6.5% | +11.7% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling