-74.7%
NKE vs HUM
+6.5%
-81.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.4% |
| 7D | -4.2% | +2.1% | -6.2% | -4.3% |
| 30D | -8.2% | +5.4% | -13.6% | -8.5% |
| 3M | -19.1% | +11.4% | -30.5% | -19.7% |
| 6M | -32.6% | +141.5% | -174.1% | -36.3% |
| YTD | -40.7% | +61.2% | -101.9% | -42.6% |
| 1Y | -48.9% | +49.2% | -98.0% | -50.3% |
| 3Y | -59.2% | -9.0% | -50.2% | -58.8% |
| All | -74.7% | +6.5% | -81.3% | -76.3% |
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