+163.6%
W vs HUM
+247.8%
-84.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.9% |
| 7D | -4.2% | +4.2% | -8.3% | -5.4% |
| 30D | -7.6% | +10.4% | -17.9% | -10.5% |
| 3M | +37.2% | +15.1% | +22.1% | +30.4% |
| 6M | +26.3% | +120.9% | -94.6% | -3.6% |
| YTD | -1.0% | +57.9% | -58.9% | -16.9% |
| 1Y | +20.1% | +30.6% | -10.5% | +6.0% |
| 3Y | +37.8% | -9.6% | +47.4% | +32.5% |
| 5Y | -63.7% | +1.6% | -65.2% | -68.7% |
| 10Y | +156.3% | +146.4% | +9.9% | +56.2% |
| All | +163.6% | +247.8% | -84.2% | +43.7% |
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