+34,147.2%
LOW vs HUM
+5,678.7%
+28,468.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.3% |
| 7D | -3.7% | +2.1% | -5.8% | -4.1% |
| 30D | -8.9% | +5.4% | -14.3% | -9.8% |
| 3M | -10.4% | +11.4% | -21.8% | -12.5% |
| 6M | -19.4% | +141.5% | -160.9% | -32.1% |
| YTD | -17.1% | +61.2% | -78.3% | -25.4% |
| 1Y | -26.3% | +49.2% | -75.4% | -33.0% |
| 3Y | -9.9% | -9.0% | -0.8% | -12.9% |
| 5Y | +6.1% | +7.2% | -1.1% | -2.1% |
| 10Y | +230.8% | +152.7% | +78.2% | +160.6% |
| All | +34,147.2% | +5,678.7% | +28,468.5% | +12,403.9% |
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