+18.7%
NEE vs HUM
+50.8%
-32.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.1% |
| 7D | -1.3% | +2.1% | -3.4% | -1.2% |
| 30D | -3.3% | +5.4% | -8.7% | -3.1% |
| 3M | -2.3% | +11.4% | -13.7% | -1.7% |
| 6M | -8.9% | +141.5% | -150.4% | -5.9% |
| YTD | +4.8% | +61.2% | -56.4% | +7.9% |
| 1Y | +18.7% | +49.2% | -30.4% | +22.6% |
| All | +18.7% | +50.8% | -32.1% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling