+50.7%
O vs HUM
+152.7%
-102.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.5% |
| 7D | -2.9% | +2.1% | -4.9% | -3.2% |
| 30D | -4.5% | +5.4% | -9.9% | -5.4% |
| 3M | -2.6% | +11.4% | -14.1% | -4.8% |
| 6M | -5.6% | +141.5% | -147.1% | -20.7% |
| YTD | +9.3% | +61.2% | -51.9% | -1.6% |
| 1Y | +4.3% | +49.2% | -44.8% | -5.1% |
| 3Y | +27.4% | -9.0% | +36.5% | +26.8% |
| 5Y | +17.1% | +7.2% | +9.9% | +6.6% |
| All | +50.7% | +152.7% | -102.0% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling