+67.2%
ADM vs HUM
+0.5%
+66.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.0% | -1.4% | +4.4% | +3.2% |
| 30D | +8.7% | +7.5% | +1.2% | +7.8% |
| 3M | +7.6% | +10.2% | -2.6% | +6.3% |
| 6M | +26.9% | +132.5% | -105.7% | +14.8% |
| YTD | +54.3% | +57.6% | -3.3% | +45.6% |
| 1Y | +45.7% | +48.6% | -2.9% | +38.1% |
| 3Y | +21.9% | -11.2% | +33.1% | +22.8% |
| 5Y | +67.2% | +4.8% | +62.3% | +57.2% |
| All | +67.2% | +0.5% | +66.7% | +57.2% |
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