+479.7%
NEM vs HUM
+5,540.8%
-5,061.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.3% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | +10.0% | +3.7% | +6.3% | +9.8% |
| 3M | +30.9% | +10.4% | +20.5% | +30.1% |
| 6M | +10.5% | +125.7% | -115.2% | +5.4% |
| YTD | +29.7% | +57.3% | -27.6% | +26.0% |
| 1Y | +71.1% | +48.6% | +22.5% | +66.3% |
| 3Y | +252.1% | -11.3% | +263.4% | +249.2% |
| 5Y | +157.7% | +0.8% | +156.9% | +152.7% |
| 10Y | +319.4% | +146.7% | +172.7% | +288.6% |
| All | +479.7% | +5,540.8% | -5,061.1% | +374.5% |
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