+1,381.0%
NET vs HUM
+64.9%
+1,316.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -16.4% | +1.6% | -17.9% | -16.5% |
| 30D | -25.8% | +3.5% | -29.4% | -26.1% |
| 3M | -11.5% | +15.5% | -27.0% | -13.1% |
| 6M | +18.9% | +76.2% | -57.3% | +10.8% |
| YTD | +35.2% | +64.5% | -29.3% | +25.7% |
| 1Y | +14.5% | +50.0% | -35.6% | +7.7% |
| 3Y | +313.8% | -9.2% | +323.0% | +318.9% |
| 5Y | +32.6% | -3.2% | +35.8% | +29.5% |
| All | +1,381.0% | +64.9% | +1,316.1% | +1,243.1% |
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