+1,449.6%
NET vs HUM
+58.3%
+1,391.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | +3.8% | +15.1% | -11.2% | +2.1% |
| 6M | +50.0% | +120.9% | -70.9% | +35.7% |
| YTD | +41.5% | +57.9% | -16.5% | +32.3% |
| 1Y | +32.8% | +30.6% | +2.3% | +27.2% |
| 3Y | +335.9% | -9.6% | +345.5% | +339.3% |
| 5Y | +113.8% | +1.6% | +112.2% | +107.1% |
| All | +1,449.6% | +58.3% | +1,391.3% | +1,312.9% |
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