+262.2%
UMC vs HUM
-9.4%
+271.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.4% |
| 7D | +9.0% | +2.1% | +6.9% | +9.0% |
| 30D | +17.2% | +5.4% | +11.9% | +17.3% |
| 3M | +11.4% | +11.4% | 0.0% | +11.8% |
| 6M | +137.5% | +141.5% | -4.0% | +144.4% |
| YTD | +193.1% | +61.2% | +131.9% | +192.7% |
| 1Y | +240.3% | +49.2% | +191.1% | +239.3% |
| 3Y | +262.2% | -9.0% | +271.2% | +218.0% |
| All | +262.2% | -9.4% | +271.6% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling