+115.0%
UMC vs HUM
+51.1%
+64.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -14.7% | +1.6% | -16.2% | -14.6% |
| 30D | -32.9% | +3.5% | -36.4% | -32.8% |
| 3M | -22.2% | +15.5% | -37.7% | -21.9% |
| 6M | +25.9% | +76.2% | -50.3% | +27.5% |
| YTD | +107.9% | +64.5% | +43.4% | +93.2% |
| 1Y | +115.0% | +50.0% | +65.0% | +101.9% |
| All | +115.0% | +51.1% | +64.0% | +101.9% |
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