+16.0%
O vs HUM
+6.5%
+9.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.2% |
| 7D | -2.9% | +2.1% | -4.9% | -3.0% |
| 30D | -4.5% | +5.4% | -9.9% | -4.8% |
| 3M | -2.6% | +11.4% | -14.1% | -3.3% |
| 6M | -5.6% | +141.5% | -147.1% | -10.6% |
| YTD | +9.3% | +61.2% | -51.9% | +5.9% |
| 1Y | +4.3% | +49.2% | -44.8% | +1.4% |
| 3Y | +27.4% | -9.0% | +36.5% | +28.7% |
| All | +16.0% | +6.5% | +9.5% | +12.6% |
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 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