+217.2%
UPS vs HUM
+5,825.8%
-5,608.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -3.7% | -0.2% | -3.4% | -3.6% |
| 30D | -3.7% | +3.7% | -7.5% | -4.3% |
| 3M | -6.6% | +10.4% | -17.0% | -8.1% |
| 6M | +2.6% | +125.7% | -123.2% | -9.7% |
| YTD | +4.8% | +57.3% | -52.6% | -3.2% |
| 1Y | +25.3% | +48.6% | -23.3% | +16.3% |
| 3Y | -26.9% | -11.3% | -15.5% | -28.4% |
| 5Y | -33.5% | +0.8% | -34.3% | -37.0% |
| 10Y | +36.1% | +146.7% | -110.6% | +11.5% |
| All | +217.2% | +5,825.8% | -5,608.6% | +78.5% |
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