+9,283.7%
UNP vs HUM
+5,584.1%
+3,699.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.7% | +2.1% | -2.8% | -1.1% |
| 30D | -1.1% | +4.7% | -5.8% | -1.9% |
| 3M | +7.9% | +13.5% | -5.6% | +5.6% |
| 6M | +14.6% | +126.7% | -112.0% | +0.6% |
| YTD | +26.6% | +58.5% | -32.0% | +16.5% |
| 1Y | +35.6% | +31.7% | +3.8% | +27.7% |
| 3Y | +45.5% | -10.6% | +56.1% | +42.2% |
| 5Y | +50.0% | +2.5% | +47.5% | +41.7% |
| 10Y | +271.8% | +148.7% | +123.2% | +206.4% |
| All | +9,283.7% | +5,584.1% | +3,699.5% | +4,986.3% |
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