+116.5%
UAL vs HUM
+6.2%
+110.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -1.9% |
| 7D | -3.0% | +3.7% | -6.8% | -3.6% |
| 30D | +10.5% | +5.5% | +4.9% | +9.6% |
| 3M | -13.5% | +17.1% | -30.6% | -15.5% |
| 6M | +14.2% | +48.3% | -34.1% | +7.6% |
| YTD | -2.2% | +77.4% | -79.6% | -11.2% |
| 1Y | +12.5% | +92.6% | -80.1% | +0.8% |
| 3Y | +186.8% | -6.1% | +192.9% | +182.9% |
| All | +116.5% | +6.2% | +110.3% | +88.4% |
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 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