+547.1%
XYZ vs HUM
+198.4%
+348.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.4% |
| 7D | -1.1% | +3.7% | -4.8% | -2.2% |
| 30D | +11.5% | +5.5% | +6.0% | +9.6% |
| 3M | +1.8% | +17.1% | -15.3% | -3.4% |
| 6M | +21.2% | +48.3% | -27.1% | +6.0% |
| YTD | +29.9% | +77.4% | -47.4% | +5.3% |
| 1Y | +35.8% | +92.6% | -56.8% | +6.8% |
| 3Y | +62.6% | -6.1% | +68.7% | +57.3% |
| 5Y | -62.8% | +6.2% | -69.0% | -67.6% |
| 10Y | +612.0% | +153.6% | +458.3% | +340.0% |
| All | +547.1% | +198.4% | +348.8% | +267.7% |
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