+117.9%
RF vs HUM
-6.1%
+124.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -1.3% | +6.9% | -8.3% | -2.0% |
| 30D | +4.6% | +3.2% | +1.5% | +4.3% |
| 3M | -8.4% | +20.0% | -28.4% | -10.2% |
| 6M | +8.9% | +63.5% | -54.6% | +3.0% |
| YTD | +8.8% | +75.9% | -67.1% | +1.3% |
| 1Y | +18.9% | +85.7% | -66.8% | +9.9% |
| All | +117.9% | -6.1% | +124.0% | +98.3% |
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