+187.4%
ABBV vs HUM
+6.5%
+180.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.7% |
| 7D | +0.3% | +2.1% | -1.8% | +0.1% |
| 30D | +3.4% | +5.4% | -2.0% | +3.0% |
| 3M | +15.2% | +11.4% | +3.8% | +14.1% |
| 6M | +14.7% | +141.5% | -126.8% | +6.8% |
| YTD | +15.2% | +61.2% | -46.0% | +10.2% |
| 1Y | +20.4% | +49.2% | -28.8% | +15.8% |
| 3Y | +91.3% | -9.0% | +100.4% | +94.6% |
| All | +187.4% | +6.5% | +180.9% | +173.9% |
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