+1,988.6%
NOW vs HUM
+522.4%
+1,466.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.8% |
| 7D | -5.6% | +6.9% | -12.5% | -6.9% |
| 30D | -26.8% | +3.2% | -29.9% | -27.3% |
| 3M | -19.4% | +20.0% | -39.4% | -22.8% |
| 6M | +12.3% | +63.5% | -51.1% | +0.3% |
| YTD | -32.9% | +75.9% | -108.8% | -41.8% |
| 1Y | -40.3% | +85.7% | -126.0% | -49.0% |
| 3Y | -19.1% | -6.1% | -12.9% | -21.1% |
| 5Y | -24.4% | +5.1% | -29.5% | -30.5% |
| 10Y | +521.8% | +151.6% | +370.3% | +350.9% |
| All | +1,988.6% | +522.4% | +1,466.2% | +1,298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling