+222.1%
LNG vs HUM
+6.5%
+215.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.1% |
| 7D | -4.7% | +2.1% | -6.7% | -4.8% |
| 30D | +3.8% | +5.4% | -1.6% | +3.5% |
| 3M | +16.2% | +11.4% | +4.7% | +15.5% |
| 6M | +11.7% | +141.5% | -129.8% | +6.6% |
| YTD | +44.2% | +61.2% | -17.0% | +40.4% |
| 1Y | +18.6% | +49.2% | -30.6% | +15.8% |
| 3Y | +77.4% | -9.0% | +86.4% | +78.8% |
| All | +222.1% | +6.5% | +215.6% | +230.1% |
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 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