+64.8%
XYZ vs HUM
-6.1%
+70.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -2.2% | +6.9% | -9.1% | -2.9% |
| 30D | +11.6% | +3.2% | +8.4% | +11.2% |
| 3M | +8.4% | +20.0% | -11.6% | +6.2% |
| 6M | +17.2% | +63.5% | -46.3% | +10.7% |
| YTD | +31.7% | +75.9% | -44.2% | +21.8% |
| 1Y | +30.1% | +85.7% | -55.6% | +19.7% |
| All | +64.8% | -6.1% | +70.9% | +45.0% |
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