-3.5%
IR vs HUM
+31.0%
-34.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -2.8% | +4.2% | -7.0% | -3.1% |
| 30D | -15.1% | +10.4% | -25.5% | -15.8% |
| 3M | +6.1% | +15.1% | -9.0% | +4.4% |
| 6M | -16.8% | +120.9% | -137.7% | -25.7% |
| YTD | -3.5% | +57.9% | -61.5% | -10.3% |
| 1Y | -3.5% | +30.6% | -34.0% | -9.0% |
| All | -3.5% | +31.0% | -34.5% | -9.0% |
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