+69.4%
USAR vs HUM
-4.3%
+73.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -10.4% | +3.7% | -14.1% | -10.4% |
| 3M | -18.4% | +10.4% | -28.8% | -18.2% |
| 6M | -8.8% | +125.7% | -134.6% | -8.4% |
| YTD | +43.4% | +57.3% | -14.0% | +43.7% |
| 1Y | +21.0% | +48.6% | -27.6% | +20.0% |
| 3Y | +67.7% | -11.3% | +79.1% | +68.4% |
| All | +69.4% | -4.3% | +73.7% | +70.1% |
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