+7.7%
AAL vs HUM
+51.1%
-43.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | +8.3% | +1.6% | +6.8% | +8.1% |
| 30D | +6.2% | +3.5% | +2.7% | +5.7% |
| 3M | -17.7% | +15.5% | -33.2% | -19.3% |
| 6M | +15.4% | +76.2% | -60.8% | +4.3% |
| YTD | -11.1% | +64.5% | -75.6% | -18.2% |
| 1Y | +7.7% | +50.0% | -42.3% | +0.4% |
| All | +7.7% | +51.1% | -43.3% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling