+5,285.6%
O vs HUM
+1,813.5%
+3,472.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.3% | -0.2% | -2.0% | -2.2% |
| 30D | -2.4% | +3.7% | -6.2% | -3.0% |
| 3M | -0.6% | +10.4% | -11.0% | -2.1% |
| 6M | -5.0% | +125.7% | -130.7% | -15.5% |
| YTD | +10.4% | +57.3% | -47.0% | +2.5% |
| 1Y | +6.6% | +48.6% | -42.1% | -0.7% |
| 3Y | +28.4% | -11.3% | +39.7% | +25.7% |
| 5Y | +15.3% | +0.8% | +14.5% | +9.6% |
| 10Y | +55.3% | +146.7% | -91.4% | +29.8% |
| All | +5,285.6% | +1,813.5% | +3,472.1% | +3,181.0% |
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