+305.8%
AA vs HUM
+5,584.1%
-5,278.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.5% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +3.3% | +4.7% | -1.4% | +2.2% |
| 3M | -29.4% | +13.5% | -42.9% | -31.5% |
| 6M | -12.8% | +126.7% | -139.5% | -27.2% |
| YTD | -2.1% | +58.5% | -60.7% | -12.8% |
| 1Y | +62.8% | +31.7% | +31.0% | +49.7% |
| 3Y | +90.5% | -10.6% | +101.1% | +83.6% |
| 5Y | +19.1% | +2.5% | +16.6% | +9.8% |
| 10Y | +124.8% | +148.7% | -23.9% | +71.2% |
| All | +305.8% | +5,584.1% | -5,278.4% | +56.9% |
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