+533.2%
XYZ vs HUM
+165.7%
+367.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.0% | +4.2% | -5.1% | -2.2% |
| 30D | -1.7% | +10.4% | -12.1% | -4.8% |
| 3M | +16.7% | +15.1% | +1.7% | +11.1% |
| 6M | +26.9% | +120.9% | -94.1% | -2.7% |
| YTD | +27.1% | +57.9% | -30.8% | +7.2% |
| 1Y | +9.3% | +30.6% | -21.3% | -3.1% |
| 3Y | +42.3% | -9.6% | +51.9% | +37.1% |
| 5Y | -69.3% | +1.6% | -70.9% | -73.2% |
| 10Y | +586.8% | +146.4% | +440.4% | +330.2% |
| All | +533.2% | +165.7% | +367.5% | +274.1% |
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