+16,837.1%
INTC vs HUM
+5,540.8%
+11,296.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +18.0% | -0.2% | +18.2% | +18.0% |
| 30D | +8.9% | +3.7% | +5.2% | +8.3% |
| 3M | -1.6% | +10.4% | -12.0% | -3.1% |
| 6M | +133.1% | +125.7% | +7.4% | +106.7% |
| YTD | +187.9% | +57.3% | +130.6% | +166.6% |
| 1Y | +334.7% | +48.6% | +286.1% | +303.9% |
| 3Y | +184.2% | -11.3% | +195.5% | +178.3% |
| 5Y | +116.0% | +0.8% | +115.2% | +104.9% |
| 10Y | +270.0% | +146.7% | +123.3% | +208.4% |
| All | +16,837.1% | +5,540.8% | +11,296.3% | +8,261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling