-23.1%
ACN vs HUM
+50.8%
-73.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +3.1% |
| 7D | -1.5% | +2.1% | -3.6% | -1.7% |
| 30D | +2.1% | +5.4% | -3.3% | +1.5% |
| 3M | +11.1% | +11.4% | -0.3% | +9.2% |
| 6M | -6.8% | +141.5% | -148.3% | -19.0% |
| YTD | -30.0% | +61.2% | -91.2% | -35.6% |
| 1Y | -23.1% | +49.2% | -72.3% | -28.7% |
| All | -23.1% | +50.8% | -73.9% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling