+6,449.5%
ABT vs HUM
+5,540.8%
+908.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -3.1% | +3.7% | -6.8% | -3.7% |
| 3M | +16.1% | +10.4% | +5.7% | +14.1% |
| 6M | -5.3% | +125.7% | -131.1% | -16.7% |
| YTD | -14.4% | +57.3% | -71.8% | -21.1% |
| 1Y | -18.4% | +48.6% | -67.0% | -24.4% |
| 3Y | +11.2% | -11.3% | +22.5% | +8.6% |
| 5Y | -9.4% | +0.8% | -10.2% | -14.2% |
| 10Y | +209.7% | +146.7% | +63.1% | +155.5% |
| All | +6,449.5% | +5,540.8% | +908.6% | +2,645.1% |
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