-67.9%
U vs HUM
+4.2%
-72.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | 0.0% | -1.4% | +1.4% | +0.2% |
| 30D | -4.1% | +7.5% | -11.6% | -5.3% |
| 3M | +57.8% | +10.2% | +47.6% | +55.1% |
| 6M | +103.5% | +132.5% | -29.0% | +77.5% |
| YTD | -4.8% | +57.6% | -62.4% | -12.0% |
| 1Y | -2.4% | +48.6% | -51.0% | -9.6% |
| 3Y | +11.7% | -11.2% | +22.8% | +10.3% |
| All | -67.9% | +4.2% | -72.1% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling