+274.5%
IR vs HUM
+88.2%
+186.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.1% | -1.4% | -1.6% | -2.8% |
| 30D | -14.0% | +7.5% | -21.5% | -15.5% |
| 3M | +3.7% | +10.2% | -6.5% | +1.0% |
| 6M | -15.4% | +132.5% | -147.9% | -31.8% |
| YTD | -7.7% | +57.6% | -65.3% | -18.9% |
| 1Y | -8.8% | +48.6% | -57.4% | -19.3% |
| 3Y | +5.6% | -11.2% | +16.7% | +3.9% |
| 5Y | +34.3% | +4.8% | +29.5% | +19.6% |
| All | +274.5% | +88.2% | +186.3% | +165.1% |
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