+35.2%
LYFT vs HUM
-9.4%
+44.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.8% |
| 7D | -8.4% | +2.1% | -10.4% | -8.5% |
| 30D | -7.6% | +5.4% | -13.0% | -8.1% |
| 3M | +11.7% | +11.4% | +0.3% | +10.4% |
| 6M | +15.1% | +141.5% | -126.4% | +5.8% |
| YTD | -20.9% | +61.2% | -82.1% | -25.6% |
| 1Y | -16.4% | +49.2% | -65.5% | -21.2% |
| 3Y | +35.2% | -9.0% | +44.3% | +25.0% |
| All | +35.2% | -9.4% | +44.6% | +25.0% |
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