+597.9%
XYZ vs HUM
+147.1%
+450.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -5.2% | -1.4% | -3.7% | -4.7% |
| 30D | 0.0% | +7.5% | -7.5% | -2.3% |
| 3M | +18.7% | +10.2% | +8.5% | +14.5% |
| 6M | +20.5% | +132.5% | -112.0% | -9.0% |
| YTD | +21.5% | +57.6% | -36.1% | +2.4% |
| 1Y | +7.2% | +48.6% | -41.4% | -8.7% |
| 3Y | +49.0% | -11.2% | +60.1% | +45.1% |
| 5Y | -68.1% | +4.8% | -72.9% | -72.7% |
| All | +597.9% | +147.1% | +450.8% | +384.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling