+384.6%
NVDA vs HUM
-9.4%
+394.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | -5.1% | +2.1% | -7.2% | -5.1% |
| 30D | -2.5% | +5.4% | -7.9% | -2.4% |
| 3M | +6.7% | +11.4% | -4.7% | +6.8% |
| 6M | +17.6% | +141.5% | -123.9% | +20.4% |
| YTD | +17.3% | +61.2% | -43.9% | +18.7% |
| 1Y | +23.5% | +49.2% | -25.6% | +24.9% |
| 3Y | +384.6% | -9.0% | +393.7% | +337.4% |
| All | +384.6% | -9.4% | +394.0% | +337.4% |
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