-29.0%
AAL vs HUM
+846.0%
-875.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -0.3% | +2.1% | -2.4% | -1.1% |
| 30D | -19.0% | +4.7% | -23.7% | -20.6% |
| 3M | -5.1% | +13.5% | -18.6% | -10.0% |
| 6M | +15.5% | +126.7% | -111.2% | -16.8% |
| YTD | -15.8% | +58.5% | -74.3% | -31.3% |
| 1Y | -0.3% | +31.7% | -32.1% | -14.2% |
| 3Y | -7.7% | -10.6% | +3.0% | -13.4% |
| 5Y | -32.5% | +2.5% | -35.0% | -42.5% |
| 10Y | -66.0% | +148.7% | -214.6% | -82.1% |
| All | -29.0% | +846.0% | -875.0% | -83.8% |
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 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