-55.6%
KHC vs HUM
+152.7%
-208.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | -1.0% | +2.1% | -3.1% | -1.3% |
| 30D | +1.9% | +5.4% | -3.5% | +1.0% |
| 3M | +3.2% | +11.4% | -8.2% | +1.2% |
| 6M | +10.0% | +141.5% | -131.5% | -5.2% |
| YTD | +6.7% | +61.2% | -54.5% | -2.5% |
| 1Y | -0.9% | +49.2% | -50.0% | -8.7% |
| 3Y | -13.6% | -9.0% | -4.5% | -14.0% |
| 5Y | -12.8% | +7.2% | -20.0% | -19.1% |
| All | -55.6% | +152.7% | -208.3% | -62.6% |
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