+1,568.0%
LITE vs HUM
+150.3%
+1,417.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +22.6% | +7.7% | +14.8% | +21.0% |
| 30D | -36.8% | +5.8% | -42.5% | -37.4% |
| 3M | -33.0% | +14.3% | -47.4% | -34.6% |
| 6M | -37.1% | +50.9% | -88.0% | -41.0% |
| YTD | +69.5% | +74.9% | -5.4% | +53.0% |
| 1Y | +146.1% | +86.9% | +59.2% | +119.2% |
| 3Y | +1,440.8% | -6.7% | +1,447.5% | +1,456.7% |
| 5Y | +580.4% | +4.8% | +575.7% | +531.1% |
| All | +1,568.0% | +150.3% | +1,417.6% | +1,120.1% |
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 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