+7,985.7%
USB vs HUM
+6,029.3%
+1,956.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.4% |
| 7D | 0.0% | +4.6% | -4.6% | -0.8% |
| 30D | +5.8% | +9.6% | -3.8% | +3.9% |
| 3M | -6.0% | +18.4% | -24.3% | -9.0% |
| 6M | +7.8% | +76.9% | -69.1% | -3.5% |
| YTD | +14.6% | +71.0% | -56.4% | +2.3% |
| 1Y | +31.8% | +75.0% | -43.2% | +17.0% |
| 3Y | +91.5% | -7.7% | +99.2% | +85.2% |
| 5Y | +22.0% | +0.6% | +21.4% | +14.5% |
| 10Y | +96.1% | +182.1% | -86.0% | +52.0% |
| All | +7,985.7% | +6,029.3% | +1,956.4% | +3,519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling