+1,514.2%
RF vs HUM
+5,562.3%
-4,048.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | +1.3% | +4.2% | -2.8% | +0.5% |
| 30D | -3.6% | +10.4% | -14.0% | -5.5% |
| 3M | +8.1% | +15.1% | -7.0% | +4.9% |
| 6M | +11.5% | +120.9% | -109.5% | -5.2% |
| YTD | +15.6% | +57.9% | -42.4% | +4.0% |
| 1Y | +15.7% | +30.6% | -14.9% | +7.3% |
| 3Y | +86.9% | -9.6% | +96.5% | +80.9% |
| 5Y | +89.8% | +1.6% | +88.2% | +76.8% |
| 10Y | +344.7% | +146.4% | +198.2% | +248.9% |
| All | +1,514.2% | +5,562.3% | -4,048.1% | +624.6% |
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 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