+163.0%
LITE vs HUM
+89.6%
+73.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.6% |
| 7D | +10.8% | +3.7% | +7.0% | +10.6% |
| 30D | -33.4% | +5.5% | -38.9% | -33.7% |
| 3M | -32.2% | +17.1% | -49.4% | -32.6% |
| 6M | -42.1% | +48.3% | -90.4% | -39.9% |
| YTD | +61.9% | +77.4% | -15.5% | +69.2% |
| 1Y | +163.0% | +92.6% | +70.4% | +180.0% |
| All | +163.0% | +89.6% | +73.4% | +180.0% |
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