+1,009.8%
LITE vs HUM
+2.1%
+1,007.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.4% | +10.7% | +11.0% |
| 7D | +12.6% | +2.1% | +10.5% | +12.6% |
| 30D | +9.9% | +4.7% | +5.2% | +9.9% |
| 3M | +9.3% | +13.5% | -4.2% | +9.5% |
| 6M | +75.2% | +126.7% | -51.5% | +78.7% |
| YTD | +165.5% | +58.5% | +106.9% | +168.3% |
| 1Y | +555.0% | +31.7% | +523.2% | +565.8% |
| 3Y | +1,870.5% | -10.6% | +1,881.1% | +1,886.5% |
| 5Y | +1,009.8% | +2.5% | +1,007.3% | +910.5% |
| All | +1,009.8% | +2.1% | +1,007.7% | +910.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling