+18.7%
LHX vs HUM
+6.5%
+12.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.3% |
| 7D | -4.3% | +2.1% | -6.3% | -4.4% |
| 30D | -15.1% | +5.4% | -20.5% | -15.5% |
| 3M | -21.0% | +11.4% | -32.4% | -21.7% |
| 6M | -32.0% | +141.5% | -173.5% | -36.8% |
| YTD | -15.3% | +61.2% | -76.5% | -19.2% |
| 1Y | -11.1% | +49.2% | -60.2% | -14.7% |
| 3Y | +54.0% | -9.0% | +63.1% | +52.5% |
| All | +18.7% | +6.5% | +12.2% | +9.9% |
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