+384.5%
ALAB vs HUM
+18.2%
+366.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +9.6% | -0.2% | +9.9% | +9.6% |
| 30D | -5.3% | +3.7% | -9.0% | -5.7% |
| 3M | -12.0% | +10.4% | -22.4% | -13.1% |
| 6M | +145.7% | +125.7% | +20.0% | +120.4% |
| YTD | +80.7% | +57.3% | +23.3% | +67.1% |
| 1Y | +40.1% | +48.6% | -8.5% | +30.6% |
| All | +384.5% | +18.2% | +366.3% | +345.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling