+18.8%
USB vs HUM
+123.1%
-104.3%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | -0.2% |
| 7D | +1.4% | +4.2% | -2.7% | +1.1% |
| 30D | -1.3% | +10.4% | -11.7% | -2.0% |
| 3M | +15.2% | +15.1% | +0.2% | +13.9% |
| 6M | +18.8% | +120.9% | -102.1% | +4.4% |
| All | +18.8% | +123.1% | -104.3% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling