-20.1%
NVDL vs HUM
+51.1%
-71.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -14.0% | +1.6% | -15.6% | -14.1% |
| 30D | -31.2% | +3.5% | -34.7% | -31.4% |
| 3M | -15.5% | +15.5% | -31.0% | -16.5% |
| 6M | -10.3% | +76.2% | -86.5% | -10.9% |
| YTD | -5.8% | +64.5% | -70.3% | -6.3% |
| 1Y | -20.1% | +50.0% | -70.1% | -21.6% |
| All | -20.1% | +51.1% | -71.2% | -21.6% |
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