+186.9%
LQD vs HUM
+3,625.2%
-3,438.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -1.1% | +7.5% | -8.6% | -1.2% |
| 3M | -2.3% | +10.2% | -12.6% | -2.5% |
| 6M | -2.9% | +132.5% | -135.4% | -4.3% |
| YTD | -2.3% | +57.6% | -59.9% | -3.2% |
| 1Y | -2.2% | +48.6% | -50.8% | -3.0% |
| 3Y | +14.0% | -11.2% | +25.2% | +13.8% |
| 5Y | -5.8% | +4.8% | -10.6% | -6.4% |
| 10Y | +22.2% | +147.1% | -124.9% | +19.4% |
| All | +186.9% | +3,625.2% | -3,438.3% | +176.2% |
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