+369.5%
ALAB vs HUM
+21.1%
+348.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.1% |
| 7D | -6.2% | +2.1% | -8.2% | -6.4% |
| 30D | -8.7% | +5.4% | -14.0% | -9.2% |
| 3M | -20.7% | +11.4% | -32.2% | -21.8% |
| 6M | +133.5% | +141.5% | -8.0% | +107.8% |
| YTD | +75.1% | +61.2% | +13.9% | +61.5% |
| 1Y | +25.0% | +49.2% | -24.1% | +16.5% |
| All | +369.5% | +21.1% | +348.4% | +330.2% |
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 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