+780.0%
NOW vs HUM
+147.1%
+632.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -9.9% | -1.4% | -8.5% | -9.6% |
| 30D | +2.8% | +7.5% | -4.6% | +1.1% |
| 3M | +23.7% | +10.2% | +13.5% | +20.7% |
| 6M | +12.5% | +132.5% | -120.0% | -7.8% |
| YTD | -14.4% | +57.6% | -72.0% | -24.0% |
| 1Y | -29.0% | +48.6% | -77.6% | -36.6% |
| 3Y | +9.3% | -11.2% | +20.5% | +8.3% |
| 5Y | +1.2% | +4.8% | -3.6% | -8.6% |
| All | +780.0% | +147.1% | +632.9% | +525.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling