-70.4%
LYFT vs HUM
+6.5%
-77.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.7% |
| 7D | -8.4% | +2.1% | -10.4% | -8.6% |
| 30D | -7.6% | +5.4% | -13.0% | -8.2% |
| 3M | +11.7% | +11.4% | +0.3% | +10.1% |
| 6M | +15.1% | +141.5% | -126.4% | +3.5% |
| YTD | -20.9% | +61.2% | -82.1% | -26.3% |
| 1Y | -16.4% | +49.2% | -65.5% | -21.8% |
| 3Y | +35.2% | -9.0% | +44.3% | +31.3% |
| All | -70.4% | +6.5% | -77.0% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling