+7.8%
USB vs HUM
+80.6%
-72.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -0.8% |
| 7D | 0.0% | +4.6% | -4.6% | -0.2% |
| 30D | +5.8% | +9.6% | -3.8% | +5.2% |
| 3M | -6.0% | +18.4% | -24.3% | -6.6% |
| 6M | +7.8% | +76.9% | -69.1% | +9.4% |
| All | +7.8% | +80.6% | -72.8% | +9.4% |
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