-21.1%
LOW vs HUM
+31.0%
-52.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -1.7% | +4.2% | -5.9% | -1.9% |
| 30D | -7.0% | +10.4% | -17.4% | -7.4% |
| 3M | -0.9% | +15.1% | -15.9% | -1.7% |
| 6M | -20.1% | +120.9% | -141.0% | -25.0% |
| YTD | -13.9% | +57.9% | -71.8% | -16.6% |
| 1Y | -21.1% | +30.6% | -51.7% | -22.8% |
| All | -21.1% | +31.0% | -52.1% | -22.8% |
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