-31.9%
ADSK vs HUM
+31.0%
-62.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.0% | -8.2% |
| 7D | -16.4% | +4.2% | -20.6% | -16.6% |
| 30D | -9.2% | +10.4% | -19.6% | -9.8% |
| 3M | -6.7% | +15.1% | -21.8% | -8.0% |
| 6M | -15.5% | +120.9% | -136.4% | -20.9% |
| YTD | -26.4% | +57.9% | -84.3% | -30.0% |
| 1Y | -31.9% | +30.6% | -62.4% | -34.5% |
| All | -31.9% | +31.0% | -62.9% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling