-32.6%
AAL vs HUM
+6.5%
-39.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.9% |
| 7D | -0.9% | +2.1% | -3.0% | -1.2% |
| 30D | -12.9% | +5.4% | -18.3% | -13.5% |
| 3M | -11.2% | +11.4% | -22.6% | -12.7% |
| 6M | +17.8% | +141.5% | -123.7% | +2.3% |
| YTD | -15.1% | +61.2% | -76.3% | -21.7% |
| 1Y | +0.5% | +49.2% | -48.7% | -6.9% |
| 3Y | -7.7% | -9.0% | +1.4% | -9.4% |
| All | -32.6% | +6.5% | -39.2% | -37.9% |
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 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