+12.5%
UAL vs HUM
+89.6%
-77.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -1.9% |
| 7D | -3.0% | +3.7% | -6.8% | -3.5% |
| 30D | +10.5% | +5.5% | +4.9% | +9.7% |
| 3M | -13.5% | +17.1% | -30.6% | -15.3% |
| 6M | +14.2% | +48.3% | -34.1% | +8.4% |
| YTD | -2.2% | +77.4% | -79.6% | -10.2% |
| 1Y | +12.5% | +92.6% | -80.1% | -4.5% |
| All | +12.5% | +89.6% | -77.1% | -4.5% |
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