+504.9%
ABBV vs HUM
+152.7%
+352.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.4% |
| 7D | +0.3% | +2.1% | -1.8% | -0.1% |
| 30D | +3.4% | +5.4% | -2.0% | +2.3% |
| 3M | +15.2% | +11.4% | +3.8% | +12.3% |
| 6M | +14.7% | +141.5% | -126.8% | -5.1% |
| YTD | +15.2% | +61.2% | -46.0% | +2.6% |
| 1Y | +20.4% | +49.2% | -28.8% | +8.3% |
| 3Y | +91.3% | -9.0% | +100.4% | +90.1% |
| 5Y | +189.6% | +7.2% | +182.4% | +162.4% |
| All | +504.9% | +152.7% | +352.2% | +270.7% |
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