+57.4%
INTC vs HUM
+51.1%
+6.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -39.0% | +1.6% | -40.6% | -39.1% |
| 30D | -49.8% | +3.5% | -53.4% | -50.0% |
| 3M | -42.2% | +15.5% | -57.7% | -43.1% |
| 6M | -39.2% | +76.2% | -115.4% | -42.8% |
| YTD | +57.9% | +64.5% | -6.6% | +43.7% |
| 1Y | +57.4% | +50.0% | +7.3% | +45.2% |
| All | +57.4% | +51.1% | +6.3% | +45.2% |
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