+241.4%
UAL vs HUM
+742.8%
-501.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | +3.4% | +2.1% | +1.4% | +2.7% |
| 30D | -16.5% | +4.7% | -21.2% | -17.9% |
| 3M | +2.8% | +13.5% | -10.7% | -2.2% |
| 6M | +17.6% | +126.7% | -109.1% | -13.8% |
| YTD | -3.2% | +58.5% | -61.8% | -20.5% |
| 1Y | +0.4% | +31.7% | -31.3% | -13.0% |
| 3Y | +128.2% | -10.6% | +138.8% | +115.2% |
| 5Y | +137.7% | +2.5% | +135.2% | +104.6% |
| 10Y | +99.1% | +148.7% | -49.6% | +10.9% |
| All | +241.4% | +742.8% | -501.4% | -11.2% |
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