-64.8%
AAL vs HUM
+152.7%
-217.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.7% |
| 7D | -0.9% | +2.1% | -3.0% | -1.4% |
| 30D | -12.9% | +5.4% | -18.3% | -14.0% |
| 3M | -11.2% | +11.4% | -22.6% | -13.8% |
| 6M | +17.8% | +141.5% | -123.7% | -6.7% |
| YTD | -15.1% | +61.2% | -76.3% | -25.9% |
| 1Y | +0.5% | +49.2% | -48.7% | -11.4% |
| 3Y | -7.7% | -9.0% | +1.4% | -9.9% |
| 5Y | -31.3% | +7.2% | -38.5% | -38.9% |
| All | -64.8% | +152.7% | -217.5% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling