+6.7%
XYZ vs HUM
+50.8%
-44.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | -4.3% | +2.1% | -6.3% | -4.6% |
| 30D | +1.2% | +5.4% | -4.2% | +0.4% |
| 3M | +14.6% | +11.4% | +3.2% | +12.4% |
| 6M | +22.6% | +141.5% | -118.9% | +2.8% |
| YTD | +21.7% | +61.2% | -39.5% | +7.3% |
| 1Y | +6.7% | +49.2% | -42.4% | -4.3% |
| All | +6.7% | +50.8% | -44.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling