+78.9%
INFY vs HUM
+152.7%
-73.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.1% |
| 7D | -5.4% | +2.1% | -7.4% | -5.7% |
| 30D | -9.9% | +5.4% | -15.2% | -10.7% |
| 3M | -4.6% | +11.4% | -16.0% | -6.7% |
| 6M | -18.5% | +141.5% | -160.0% | -31.1% |
| YTD | -36.5% | +61.2% | -97.7% | -42.7% |
| 1Y | -32.8% | +49.2% | -81.9% | -38.7% |
| 3Y | -32.2% | -9.0% | -23.2% | -33.2% |
| 5Y | -44.7% | +7.2% | -51.9% | -49.6% |
| All | +78.9% | +152.7% | -73.8% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling