-0.1%
LIN vs HUM
+30.0%
-30.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | -4.9% | +3.7% | -8.6% | -5.0% |
| 3M | -9.2% | +10.4% | -19.6% | -9.4% |
| 6M | -2.6% | +125.7% | -128.3% | -4.2% |
| YTD | +10.5% | +57.3% | -46.8% | +10.5% |
| 1Y | -0.1% | +48.6% | -48.7% | +0.1% |
| All | -0.1% | +30.0% | -30.1% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling