-18.6%
NRG vs HUM
+31.0%
-49.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.4% |
| 7D | +7.1% | +4.2% | +3.0% | +7.3% |
| 30D | -1.4% | +10.4% | -11.8% | -1.0% |
| 3M | -10.5% | +15.1% | -25.5% | -9.6% |
| 6M | -26.7% | +120.9% | -147.7% | -23.9% |
| YTD | -24.5% | +57.9% | -82.5% | -22.2% |
| 1Y | -18.6% | +30.6% | -49.1% | -16.6% |
| All | -18.6% | +31.0% | -49.6% | -16.6% |
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 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