+14,546.7%
NVDA vs HUM
+152.7%
+14,394.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | -5.1% | +2.1% | -7.2% | -5.6% |
| 30D | -2.5% | +5.4% | -7.9% | -3.7% |
| 3M | +6.7% | +11.4% | -4.7% | +3.8% |
| 6M | +17.6% | +141.5% | -123.9% | -4.6% |
| YTD | +17.3% | +61.2% | -43.9% | +3.3% |
| 1Y | +23.5% | +49.2% | -25.6% | +10.0% |
| 3Y | +384.6% | -9.0% | +393.7% | +377.4% |
| 5Y | +875.4% | +7.2% | +868.2% | +748.0% |
| All | +14,546.7% | +152.7% | +14,394.0% | +9,899.9% |
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