+100.0%
UAL vs HUM
+147.1%
-47.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.0% | -1.4% | -0.6% | -1.7% |
| 30D | -15.7% | +7.5% | -23.2% | -17.3% |
| 3M | +3.6% | +10.2% | -6.6% | +0.8% |
| 6M | +16.9% | +132.5% | -115.6% | -7.3% |
| YTD | -4.8% | +57.6% | -62.4% | -17.0% |
| 1Y | -0.9% | +48.6% | -49.5% | -13.1% |
| 3Y | +124.5% | -11.2% | +135.6% | +120.5% |
| 5Y | +140.2% | +4.8% | +135.4% | +113.3% |
| All | +100.0% | +147.1% | -47.1% | +31.3% |
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