-2.9%
IBM vs HUM
+50.8%
-53.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.9% |
| 7D | +3.6% | +2.1% | +1.5% | +3.5% |
| 30D | +3.1% | +5.4% | -2.3% | +3.0% |
| 3M | -10.8% | +11.4% | -22.3% | -11.2% |
| 6M | -0.8% | +141.5% | -142.3% | -4.9% |
| YTD | -16.2% | +61.2% | -77.4% | -19.0% |
| 1Y | -2.9% | +49.2% | -52.0% | -6.4% |
| All | -2.9% | +50.8% | -53.7% | -6.4% |
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