+137.5%
UMC vs HUM
+138.6%
-1.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.9% |
| 7D | +9.0% | +2.1% | +6.9% | +8.5% |
| 30D | +17.2% | +5.4% | +11.9% | +15.8% |
| 3M | +11.4% | +11.4% | 0.0% | +9.7% |
| 6M | +137.5% | +141.5% | -4.0% | +50.8% |
| All | +137.5% | +138.6% | -1.1% | +50.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling