+83.6%
USB vs HUM
+150.6%
-67.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | -0.5% | +6.9% | -7.5% | -2.1% |
| 30D | +5.7% | +3.2% | +2.5% | +4.8% |
| 3M | -4.7% | +20.0% | -24.7% | -9.1% |
| 6M | +13.4% | +63.5% | -50.1% | -0.1% |
| YTD | +17.0% | +75.9% | -58.9% | -0.4% |
| 1Y | +32.4% | +85.7% | -53.3% | +10.9% |
| 3Y | +101.7% | -6.1% | +107.8% | +97.3% |
| 5Y | +24.4% | +5.1% | +19.3% | +12.7% |
| 10Y | +83.6% | +151.6% | -68.0% | +32.2% |
| All | +83.6% | +150.6% | -67.0% | +32.2% |
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