+208.7%
NRG vs HUM
-9.4%
+218.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.7% |
| 7D | -4.7% | +2.1% | -6.7% | -4.6% |
| 30D | -6.0% | +5.4% | -11.4% | -5.9% |
| 3M | -8.0% | +11.4% | -19.4% | -7.7% |
| 6M | -23.2% | +141.5% | -164.7% | -22.2% |
| YTD | -28.1% | +61.2% | -89.2% | -27.2% |
| 1Y | -27.3% | +49.2% | -76.4% | -26.4% |
| 3Y | +208.7% | -9.0% | +217.7% | +193.0% |
| All | +208.7% | -9.4% | +218.0% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling