-35.7%
U vs HUM
+9.0%
-44.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +4.2% |
| 7D | +5.5% | +2.1% | +3.5% | +5.3% |
| 30D | -1.3% | +5.4% | -6.7% | -1.9% |
| 3M | +64.6% | +11.4% | +53.2% | +62.3% |
| 6M | +119.4% | +141.5% | -22.1% | +97.7% |
| YTD | -0.5% | +61.2% | -61.7% | -6.3% |
| 1Y | +1.3% | +49.2% | -47.9% | -4.3% |
| 3Y | +15.6% | -9.0% | +24.7% | +11.7% |
| 5Y | -67.5% | +7.2% | -74.6% | -68.6% |
| All | -35.7% | +9.0% | -44.6% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling