+20.6%
NXPI vs HUM
+6.5%
+14.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.3% |
| 7D | +3.9% | +2.1% | +1.8% | +3.7% |
| 30D | +1.4% | +5.4% | -4.0% | +0.8% |
| 3M | -21.5% | +11.4% | -32.9% | -22.4% |
| 6M | +19.4% | +141.5% | -122.1% | +9.3% |
| YTD | +9.9% | +61.2% | -51.2% | +4.1% |
| 1Y | +7.9% | +49.2% | -41.3% | +2.6% |
| 3Y | +22.7% | -9.0% | +31.7% | +20.6% |
| All | +20.6% | +6.5% | +14.0% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling