-80.4%
LYFT vs HUM
+65.3%
-145.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.4% |
| 7D | -8.4% | +2.1% | -10.4% | -8.8% |
| 30D | -7.6% | +5.4% | -13.0% | -8.8% |
| 3M | +11.7% | +11.4% | +0.3% | +8.2% |
| 6M | +15.1% | +141.5% | -126.4% | -9.4% |
| YTD | -20.9% | +61.2% | -82.1% | -31.6% |
| 1Y | -16.4% | +49.2% | -65.5% | -27.0% |
| 3Y | +35.2% | -9.0% | +44.3% | +32.6% |
| 5Y | -69.4% | +7.2% | -76.5% | -73.9% |
| All | -80.4% | +65.3% | -145.7% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling