+1,119.0%
LNG vs HUM
+2,588.4%
-1,469.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -4.7% | +2.1% | -6.7% | -5.1% |
| 30D | +3.8% | +5.4% | -1.6% | +2.7% |
| 3M | +16.2% | +11.4% | +4.7% | +13.3% |
| 6M | +11.7% | +141.5% | -129.8% | -7.4% |
| YTD | +44.2% | +61.2% | -17.0% | +28.6% |
| 1Y | +18.6% | +49.2% | -30.6% | +6.7% |
| 3Y | +77.4% | -9.0% | +86.4% | +70.7% |
| 5Y | +232.3% | +7.2% | +225.1% | +202.6% |
| 10Y | +550.1% | +152.7% | +397.4% | +375.5% |
| All | +1,119.0% | +2,588.4% | -1,469.4% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling