+1,954.9%
ADM vs HUM
+5,540.8%
-3,585.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +8.2% | +3.7% | +4.5% | +7.5% |
| 3M | +8.7% | +10.4% | -1.7% | +6.9% |
| 6M | +29.1% | +125.7% | -96.6% | +13.2% |
| YTD | +53.7% | +57.3% | -3.7% | +41.5% |
| 1Y | +43.2% | +48.6% | -5.4% | +32.6% |
| 3Y | +21.4% | -11.3% | +32.7% | +18.9% |
| 5Y | +67.1% | +0.8% | +66.3% | +58.6% |
| 10Y | +176.6% | +146.7% | +29.9% | +125.9% |
| All | +1,954.9% | +5,540.8% | -3,585.9% | +842.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling