+96.2%
AGG vs HUM
+2,627.4%
-2,531.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.1% |
| 7D | -1.1% | +2.1% | -3.1% | -1.1% |
| 30D | -1.1% | +5.4% | -6.5% | -1.1% |
| 3M | -1.9% | +11.4% | -13.3% | -1.9% |
| 6M | -1.7% | +141.5% | -143.2% | -1.7% |
| YTD | -1.3% | +61.2% | -62.5% | -1.3% |
| 1Y | -0.7% | +49.2% | -49.9% | -0.7% |
| 3Y | +12.5% | -9.0% | +21.5% | +12.5% |
| 5Y | -2.5% | +7.2% | -9.7% | -2.5% |
| 10Y | +14.2% | +152.7% | -138.5% | +14.5% |
| All | +96.2% | +2,627.4% | -2,531.2% | +99.2% |
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 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