-68.4%
XYZ vs HUM
+1.5%
-69.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +0.5% | +3.7% | -3.2% | -0.1% |
| 3M | +16.3% | +10.4% | +5.9% | +14.2% |
| 6M | +21.1% | +125.7% | -104.6% | +5.6% |
| YTD | +22.0% | +57.3% | -35.4% | +11.6% |
| 1Y | +5.2% | +48.6% | -43.5% | -3.3% |
| 3Y | +49.6% | -11.3% | +60.9% | +47.5% |
| 5Y | -68.4% | +0.8% | -69.3% | -72.0% |
| All | -68.4% | +1.5% | -69.9% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling