-41.1%
ACN vs HUM
+6.5%
-47.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | +11.1% | +11.4% | -0.3% | +9.3% |
| 6M | -6.8% | +141.5% | -148.3% | -17.6% |
| YTD | -30.0% | +61.2% | -91.2% | -35.1% |
| 1Y | -23.1% | +49.2% | -72.3% | -28.1% |
| 3Y | -40.4% | -9.0% | -31.4% | -40.5% |
| All | -41.1% | +6.5% | -47.7% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling