+18.8%
NVDL vs HUM
+50.8%
-32.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.4% |
| 7D | -10.3% | +2.1% | -12.4% | -10.5% |
| 30D | -7.1% | +5.4% | -12.5% | -7.6% |
| 3M | +6.6% | +11.4% | -4.8% | +5.6% |
| 6M | +21.1% | +141.5% | -120.4% | +20.5% |
| YTD | +15.2% | +61.2% | -46.0% | +13.6% |
| 1Y | +18.8% | +49.2% | -30.4% | +21.4% |
| All | +18.8% | +50.8% | -32.0% | +21.4% |
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 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