+34.3%
IR vs HUM
+0.5%
+33.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.1% | -1.4% | -1.6% | -2.9% |
| 30D | -14.0% | +7.5% | -21.5% | -14.7% |
| 3M | +3.7% | +10.2% | -6.5% | +2.4% |
| 6M | -15.4% | +132.5% | -147.9% | -24.1% |
| YTD | -7.7% | +57.6% | -65.3% | -13.6% |
| 1Y | -8.8% | +48.6% | -57.4% | -14.2% |
| 3Y | +5.6% | -11.2% | +16.7% | +3.6% |
| 5Y | +34.3% | +4.8% | +29.5% | +21.4% |
| All | +34.3% | +0.5% | +33.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling