+32.6%
USB vs HUM
+78.8%
-46.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | +1.4% | +4.8% | -3.4% | +1.0% |
| 30D | +6.4% | +1.6% | +4.8% | +6.2% |
| 3M | -4.5% | +13.8% | -18.3% | -5.7% |
| 6M | +11.4% | +60.0% | -48.7% | +6.5% |
| YTD | +17.1% | +72.7% | -55.6% | +7.7% |
| 1Y | +32.6% | +86.1% | -53.5% | +18.9% |
| All | +32.6% | +78.8% | -46.2% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling