+265.9%
UMC vs HUM
+4,976.5%
-4,710.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +11.4% | -1.4% | +12.8% | +11.6% |
| 30D | +16.8% | +7.5% | +9.3% | +15.3% |
| 3M | +19.1% | +10.2% | +8.9% | +16.8% |
| 6M | +137.4% | +132.5% | +4.9% | +103.6% |
| YTD | +186.4% | +57.6% | +128.8% | +159.5% |
| 1Y | +229.1% | +48.6% | +180.5% | +199.7% |
| 3Y | +257.9% | -11.2% | +269.0% | +247.0% |
| 5Y | +137.5% | +4.8% | +132.7% | +118.2% |
| 10Y | +1,808.2% | +147.1% | +1,661.1% | +1,303.7% |
| All | +265.9% | +4,976.5% | -4,710.7% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling