+91.5%
USB vs HUM
-5.9%
+97.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.1% |
| 7D | 0.0% | +4.6% | -4.6% | -0.5% |
| 30D | +5.8% | +9.6% | -3.8% | +4.7% |
| 3M | -6.0% | +18.4% | -24.3% | -7.8% |
| 6M | +7.8% | +76.9% | -69.1% | +0.7% |
| YTD | +14.6% | +71.0% | -56.4% | +6.5% |
| 1Y | +31.8% | +75.0% | -43.2% | +22.0% |
| 3Y | +91.5% | -7.7% | +99.2% | +82.2% |
| All | +91.5% | -5.9% | +97.4% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling