+48.8%
AAOI vs HUM
+60.0%
-11.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -1.3% | -19.5% | -20.6% |
| 7D | -40.8% | -1.2% | -39.6% | -40.6% |
| 30D | -64.0% | +2.1% | -66.1% | -64.0% |
| 3M | -63.5% | +13.4% | -77.0% | -64.1% |
| 6M | -74.0% | +72.7% | -146.7% | -73.5% |
| YTD | +34.5% | +62.3% | -27.8% | +34.6% |
| 1Y | +48.8% | +57.5% | -8.6% | +50.8% |
| All | +48.8% | +60.0% | -11.2% | +50.8% |
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 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