+651.5%
ADI vs HUM
+152.7%
+498.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.3% |
| 7D | +4.6% | +2.1% | +2.5% | +4.1% |
| 30D | -1.2% | +5.4% | -6.6% | -2.3% |
| 3M | -7.8% | +11.4% | -19.2% | -10.3% |
| 6M | +19.3% | +141.5% | -122.2% | -3.6% |
| YTD | +40.9% | +61.2% | -20.3% | +23.8% |
| 1Y | +54.5% | +49.2% | +5.3% | +37.5% |
| 3Y | +123.4% | -9.0% | +132.5% | +118.9% |
| 5Y | +142.3% | +7.2% | +135.1% | +114.7% |
| All | +651.5% | +152.7% | +498.8% | +433.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling