+4.3%
O vs HUM
+50.8%
-46.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.1% |
| 7D | -2.9% | +2.1% | -4.9% | -2.9% |
| 30D | -4.5% | +5.4% | -9.9% | -4.5% |
| 3M | -2.6% | +11.4% | -14.1% | -2.8% |
| 6M | -5.6% | +141.5% | -147.1% | -7.7% |
| YTD | +9.3% | +61.2% | -51.9% | +8.1% |
| 1Y | +4.3% | +49.2% | -44.8% | +2.8% |
| All | +4.3% | +50.8% | -46.5% | +2.8% |
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