-13.3%
IBM vs HUM
+51.1%
-64.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.4% | +1.6% | -1.1% | +0.4% |
| 30D | +14.8% | +3.5% | +11.3% | +14.6% |
| 3M | +8.9% | +15.5% | -6.6% | +8.4% |
| 6M | +12.4% | +76.2% | -63.8% | +8.9% |
| YTD | -12.4% | +64.5% | -76.9% | -16.4% |
| 1Y | -13.3% | +50.0% | -63.3% | -17.3% |
| All | -13.3% | +51.1% | -64.4% | -17.3% |
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 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