+1,129.0%
ABBV vs HUM
+543.7%
+585.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.0% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +1.2% | +3.7% | -2.5% | +0.3% |
| 3M | +12.1% | +10.4% | +1.7% | +9.3% |
| 6M | +12.0% | +125.7% | -113.7% | -7.2% |
| YTD | +12.4% | +57.3% | -44.9% | -0.3% |
| 1Y | +22.9% | +48.6% | -25.7% | +9.7% |
| 3Y | +86.8% | -11.3% | +98.1% | +84.1% |
| 5Y | +181.0% | +0.8% | +180.2% | +158.2% |
| 10Y | +497.0% | +146.7% | +350.3% | +304.6% |
| All | +1,129.0% | +543.7% | +585.3% | +576.9% |
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 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