+30.6%
UPS vs HUM
+51.1%
-20.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +8.2% | +1.6% | +6.7% | +8.1% |
| 30D | +22.7% | +3.5% | +19.2% | +22.2% |
| 3M | +6.4% | +15.5% | -9.1% | +4.8% |
| 6M | +22.6% | +76.2% | -53.6% | +14.7% |
| YTD | +20.7% | +64.5% | -43.8% | +12.6% |
| 1Y | +30.6% | +50.0% | -19.4% | +24.8% |
| All | +30.6% | +51.1% | -20.4% | +24.8% |
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 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