-9.9%
LOW vs HUM
-9.4%
-0.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | 0.0% |
| 7D | -3.7% | +2.1% | -5.8% | -3.8% |
| 30D | -8.9% | +5.4% | -14.3% | -9.1% |
| 3M | -10.4% | +11.4% | -21.8% | -11.0% |
| 6M | -19.4% | +141.5% | -160.9% | -24.1% |
| YTD | -17.1% | +61.2% | -78.3% | -19.8% |
| 1Y | -26.3% | +49.2% | -75.4% | -28.5% |
| 3Y | -9.9% | -9.0% | -0.8% | -15.3% |
| All | -9.9% | -9.4% | -0.5% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling