-42.3%
ACN vs HUM
-11.4%
-31.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -7.9% | -1.4% | -6.5% | -7.8% |
| 30D | -1.1% | +7.5% | -8.5% | -1.6% |
| 3M | +5.6% | +10.2% | -4.6% | +4.6% |
| 6M | -9.9% | +132.5% | -142.5% | -16.3% |
| YTD | -32.3% | +57.6% | -89.9% | -35.4% |
| 1Y | -25.3% | +48.6% | -73.9% | -28.6% |
| All | -42.3% | -11.4% | -31.0% | -45.6% |
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