+52.0%
V vs HUM
-11.5%
+63.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +1.9% | +3.7% | -1.8% | +1.6% |
| 3M | +13.2% | +10.4% | +2.8% | +12.3% |
| 6M | +16.7% | +125.7% | -109.0% | +9.7% |
| YTD | +5.4% | +57.3% | -52.0% | +1.3% |
| 1Y | +7.7% | +48.6% | -41.0% | +3.7% |
| All | +52.0% | -11.5% | +63.6% | +44.5% |
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