+7,369.1%
LHX vs HUM
+5,678.7%
+1,690.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | -4.3% | +2.1% | -6.3% | -4.5% |
| 30D | -15.1% | +5.4% | -20.5% | -15.8% |
| 3M | -21.0% | +11.4% | -32.4% | -22.4% |
| 6M | -32.0% | +141.5% | -173.5% | -40.7% |
| YTD | -15.3% | +61.2% | -76.5% | -22.1% |
| 1Y | -11.1% | +49.2% | -60.2% | -17.5% |
| 3Y | +54.0% | -9.0% | +63.1% | +50.1% |
| 5Y | +17.1% | +7.2% | +9.9% | +9.9% |
| 10Y | +225.8% | +152.7% | +73.1% | +166.4% |
| All | +7,369.1% | +5,678.7% | +1,690.3% | +3,429.4% |
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 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