+37.1%
QCOM vs HUM
+2.3%
+34.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +5.1% | +2.1% | +3.0% | +4.9% |
| 30D | +4.3% | +4.7% | -0.4% | +3.9% |
| 3M | -19.6% | +13.5% | -33.1% | -20.4% |
| 6M | +29.5% | +126.7% | -97.2% | +19.9% |
| YTD | +3.4% | +58.5% | -55.2% | -1.2% |
| 1Y | +10.9% | +31.7% | -20.8% | +7.5% |
| 3Y | +74.8% | -10.6% | +85.4% | +72.6% |
| All | +37.1% | +2.3% | +34.8% | +27.8% |
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 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