+36.4%
UPS vs HUM
+152.7%
-116.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.1% |
| 7D | -2.0% | +2.1% | -4.0% | -2.3% |
| 30D | -2.0% | +5.4% | -7.3% | -2.9% |
| 3M | -6.2% | +11.4% | -17.6% | -8.3% |
| 6M | +2.8% | +141.5% | -138.7% | -13.0% |
| YTD | +5.9% | +61.2% | -55.3% | -4.2% |
| 1Y | +26.2% | +49.2% | -22.9% | +15.3% |
| 3Y | -26.0% | -9.0% | -17.0% | -26.8% |
| 5Y | -34.3% | +7.2% | -41.4% | -39.8% |
| All | +36.4% | +152.7% | -116.3% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling