+5.9%
ABT vs HUM
-9.4%
+15.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.6% | -1.5% |
| 7D | -5.9% | +2.1% | -7.9% | -6.0% |
| 30D | -8.1% | +5.4% | -13.5% | -8.3% |
| 3M | +14.5% | +11.4% | +3.1% | +13.7% |
| 6M | -6.3% | +141.5% | -147.8% | -10.7% |
| YTD | -17.1% | +61.2% | -78.3% | -19.4% |
| 1Y | -21.4% | +49.2% | -70.5% | -23.4% |
| 3Y | +5.9% | -9.0% | +15.0% | +1.0% |
| All | +5.9% | -9.4% | +15.3% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling