+2.7%
AA vs HUM
+0.5%
+2.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | -5.4% | -1.4% | -4.0% | -5.2% |
| 30D | -10.7% | +7.5% | -18.2% | -11.4% |
| 3M | -26.2% | +10.2% | -36.4% | -27.1% |
| 6M | -20.9% | +132.5% | -153.5% | -28.6% |
| YTD | -8.6% | +57.6% | -66.3% | -13.9% |
| 1Y | +57.4% | +48.6% | +8.8% | +48.9% |
| 3Y | +77.8% | -11.2% | +89.0% | +77.6% |
| 5Y | +2.7% | +4.8% | -2.1% | -7.8% |
| All | +2.7% | +0.5% | +2.2% | -7.8% |
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