+2,874.5%
V vs HUM
+940.9%
+1,933.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -1.1% | +2.1% | -3.2% | -1.6% |
| 30D | +1.9% | +4.7% | -2.8% | +0.7% |
| 3M | +15.5% | +13.5% | +2.0% | +11.5% |
| 6M | +16.6% | +126.7% | -110.1% | -5.7% |
| YTD | +5.7% | +58.5% | -52.8% | -7.6% |
| 1Y | +8.6% | +31.7% | -23.2% | -1.6% |
| 3Y | +52.5% | -10.6% | +63.1% | +47.3% |
| 5Y | +67.1% | +2.5% | +64.6% | +51.6% |
| 10Y | +376.8% | +148.7% | +228.1% | +231.8% |
| All | +2,874.5% | +940.9% | +1,933.7% | +1,170.8% |
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