+31.3%
NFLX vs HUM
+6.5%
+24.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.7% |
| 7D | -1.1% | +2.1% | -3.1% | -1.2% |
| 30D | +4.3% | +5.4% | -1.1% | +3.9% |
| 3M | -4.8% | +11.4% | -16.2% | -5.6% |
| 6M | -18.4% | +141.5% | -159.9% | -23.9% |
| YTD | -17.4% | +61.2% | -78.6% | -20.8% |
| 1Y | -35.7% | +49.2% | -84.8% | -38.0% |
| 3Y | +73.8% | -9.0% | +82.8% | +77.9% |
| All | +31.3% | +6.5% | +24.8% | +24.3% |
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