+28.4%
LIN vs HUM
-10.9%
+39.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.9% |
| 7D | -2.1% | +4.2% | -6.3% | -2.3% |
| 30D | -2.4% | +10.4% | -12.8% | -2.8% |
| 3M | -5.6% | +15.1% | -20.6% | -6.1% |
| 6M | -3.4% | +120.9% | -124.3% | -6.5% |
| YTD | +13.1% | +57.9% | -44.8% | +11.1% |
| 1Y | +2.5% | +30.6% | -28.1% | +1.5% |
| All | +28.4% | -10.9% | +39.2% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling