-6.3%
ABT vs HUM
+138.6%
-144.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.6% | -1.3% |
| 7D | -5.9% | +2.1% | -7.9% | -5.8% |
| 30D | -8.1% | +5.4% | -13.5% | -7.8% |
| 3M | +14.5% | +11.4% | +3.1% | +13.2% |
| 6M | -6.3% | +141.5% | -147.8% | -14.5% |
| All | -6.3% | +138.6% | -144.9% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling