+115.1%
NOK vs HUM
+6.5%
+108.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.6% |
| 7D | +11.0% | +2.1% | +8.9% | +10.8% |
| 30D | +7.8% | +5.4% | +2.5% | +7.4% |
| 3M | -21.0% | +11.4% | -32.4% | -21.7% |
| 6M | +40.9% | +141.5% | -100.6% | +33.1% |
| YTD | +72.0% | +61.2% | +10.8% | +65.4% |
| 1Y | +140.9% | +49.2% | +91.8% | +132.1% |
| 3Y | +194.3% | -9.0% | +203.3% | +194.1% |
| All | +115.1% | +6.5% | +108.6% | +99.0% |
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