+273.7%
IR vs HUM
+92.5%
+181.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.7% |
| 7D | -4.5% | +2.1% | -6.5% | -4.9% |
| 30D | -13.9% | +5.4% | -19.3% | -15.0% |
| 3M | -0.3% | +11.4% | -11.8% | -3.2% |
| 6M | -14.3% | +141.5% | -155.8% | -31.6% |
| YTD | -7.9% | +61.2% | -69.1% | -19.5% |
| 1Y | -9.9% | +49.2% | -59.0% | -20.2% |
| 3Y | +6.5% | -9.0% | +15.6% | +4.2% |
| 5Y | +34.0% | +7.2% | +26.9% | +18.7% |
| All | +273.7% | +92.5% | +181.2% | +163.2% |
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 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