+140.9%
NOK vs HUM
+50.8%
+90.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.4% |
| 7D | +11.0% | +2.1% | +8.9% | +10.6% |
| 30D | +7.8% | +5.4% | +2.5% | +6.9% |
| 3M | -21.0% | +11.4% | -32.4% | -22.1% |
| 6M | +40.9% | +141.5% | -100.6% | +28.3% |
| YTD | +72.0% | +61.2% | +10.8% | +60.2% |
| 1Y | +140.9% | +49.2% | +91.8% | +126.5% |
| All | +140.9% | +50.8% | +90.1% | +126.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling