-23.2%
NRG vs HUM
+138.6%
-161.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +1.8% |
| 7D | -4.7% | +2.1% | -6.7% | -4.5% |
| 30D | -6.0% | +5.4% | -11.4% | -5.5% |
| 3M | -8.0% | +11.4% | -19.4% | -5.9% |
| 6M | -23.2% | +141.5% | -164.7% | -6.8% |
| All | -23.2% | +138.6% | -161.8% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling