+91.3%
RF vs HUM
-11.4%
+102.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | +2.7% | +2.1% | +0.6% | +2.5% |
| 30D | -3.4% | +4.7% | -8.1% | -3.8% |
| 3M | +6.4% | +13.5% | -7.1% | +4.9% |
| 6M | +13.4% | +126.7% | -113.3% | +3.6% |
| YTD | +14.2% | +58.5% | -44.3% | +7.9% |
| 1Y | +15.7% | +31.7% | -16.0% | +11.1% |
| 3Y | +91.3% | -10.6% | +102.0% | +77.2% |
| All | +91.3% | -11.4% | +102.8% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling