+89.2%
USB vs HUM
+157.3%
-68.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.1% |
| 7D | +0.8% | +3.1% | -2.4% | 0.0% |
| 30D | +6.8% | -1.8% | +8.6% | +7.1% |
| 3M | -3.8% | +10.2% | -13.9% | -6.4% |
| 6M | +11.7% | +54.6% | -42.9% | -0.3% |
| YTD | +17.5% | +66.8% | -49.3% | +1.2% |
| 1Y | +33.8% | +70.1% | -36.4% | +14.4% |
| 3Y | +104.2% | -11.3% | +115.6% | +102.6% |
| 5Y | +26.4% | -1.2% | +27.6% | +16.3% |
| 10Y | +89.2% | +147.8% | -58.6% | +35.1% |
| All | +89.2% | +157.3% | -68.1% | +35.1% |
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 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