-37.5%
U vs HUM
+7.2%
-44.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +4.5% | +2.1% | +2.4% | +4.2% |
| 30D | -0.6% | +4.7% | -5.3% | -1.2% |
| 3M | +48.4% | +13.5% | +34.9% | +46.0% |
| 6M | +115.4% | +126.7% | -11.3% | +95.5% |
| YTD | -3.2% | +58.5% | -61.8% | -8.7% |
| 1Y | -6.0% | +31.7% | -37.8% | -9.9% |
| 3Y | +13.5% | -10.6% | +24.1% | +9.9% |
| 5Y | -68.0% | +2.5% | -70.5% | -69.4% |
| All | -37.5% | +7.2% | -44.6% | -39.0% |
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