+112.5%
NET vs HUM
+1.5%
+110.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | -7.0% | +4.2% | -11.1% | -7.4% |
| 30D | -4.8% | +10.4% | -15.2% | -5.7% |
| 3M | +3.8% | +15.1% | -11.2% | +2.3% |
| 6M | +50.0% | +120.9% | -70.9% | +37.4% |
| YTD | +41.5% | +57.9% | -16.5% | +33.3% |
| 1Y | +32.8% | +30.6% | +2.3% | +28.4% |
| 3Y | +335.9% | -9.6% | +345.5% | +355.1% |
| All | +112.5% | +1.5% | +110.9% | +88.2% |
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