+32.6%
NET vs HUM
-4.0%
+36.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.8% |
| 6M | +18.9% | +76.2% | -57.3% | +12.5% |
| YTD | +35.2% | +64.5% | -29.3% | +27.3% |
| 1Y | +14.5% | +50.0% | -35.6% | +9.0% |
| 3Y | +313.8% | -9.2% | +323.0% | +337.4% |
| 5Y | +32.6% | -3.2% | +35.8% | +31.4% |
| All | +32.6% | -4.0% | +36.5% | +31.4% |
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