+78.9%
UBER vs HUM
+6.5%
+72.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.5% |
| 7D | -5.4% | +2.1% | -7.5% | -5.6% |
| 30D | -4.9% | +5.4% | -10.3% | -5.5% |
| 3M | +3.0% | +11.4% | -8.4% | +1.5% |
| 6M | -4.4% | +141.5% | -145.9% | -14.6% |
| YTD | -12.3% | +61.2% | -73.5% | -18.2% |
| 1Y | -24.3% | +49.2% | -73.5% | -28.9% |
| 3Y | +46.4% | -9.0% | +55.5% | +45.7% |
| All | +78.9% | +6.5% | +72.3% | +57.7% |
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 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