+29.4%
LITE vs HUM
+123.1%
-93.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | -1.5% | +4.2% | -5.7% | -2.9% |
| 30D | +6.7% | +10.4% | -3.7% | +3.9% |
| 3M | -6.8% | +15.1% | -21.8% | -7.5% |
| 6M | +29.4% | +120.9% | -91.5% | +15.0% |
| All | +29.4% | +123.1% | -93.7% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling