+31,203.5%
NVO vs HUM
+5,678.7%
+25,524.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -2.4% |
| 7D | -7.6% | +2.1% | -9.6% | -7.8% |
| 30D | -6.0% | +5.4% | -11.4% | -6.5% |
| 3M | -0.8% | +11.4% | -12.2% | -1.9% |
| 6M | +16.5% | +141.5% | -125.0% | +6.6% |
| YTD | -11.1% | +61.2% | -72.3% | -15.7% |
| 1Y | -16.7% | +49.2% | -65.9% | -20.6% |
| 3Y | -52.9% | -9.0% | -43.9% | -53.7% |
| 5Y | -3.0% | +7.2% | -10.1% | -6.6% |
| 10Y | +147.1% | +152.7% | -5.6% | +118.6% |
| All | +31,203.5% | +5,678.7% | +25,524.8% | +21,487.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling