+72.4%
UBER vs HUM
+79.2%
-6.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.8% |
| 7D | -5.4% | +2.1% | -7.5% | -5.9% |
| 30D | -4.9% | +5.4% | -10.3% | -6.2% |
| 3M | +3.0% | +11.4% | -8.4% | -0.1% |
| 6M | -4.4% | +141.5% | -145.9% | -24.4% |
| YTD | -12.3% | +61.2% | -73.5% | -23.9% |
| 1Y | -24.3% | +49.2% | -73.5% | -33.4% |
| 3Y | +46.4% | -9.0% | +55.5% | +44.2% |
| 5Y | +79.7% | +7.2% | +72.5% | +56.0% |
| All | +72.4% | +79.2% | -6.8% | +7.7% |
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