-9.1%
T vs HUM
+31.0%
-40.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -2.0% |
| 7D | -1.3% | +4.2% | -5.4% | -1.1% |
| 30D | +11.4% | +10.4% | +1.0% | +12.0% |
| 3M | +14.3% | +15.1% | -0.8% | +15.1% |
| 6M | -9.3% | +120.9% | -130.2% | -6.0% |
| YTD | +7.1% | +57.9% | -50.8% | +11.3% |
| 1Y | -9.1% | +30.6% | -39.6% | -7.4% |
| All | -9.1% | +31.0% | -40.1% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling