-62.0%
ALNY vs HUM
+51.1%
-113.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | -30.7% | +1.6% | -32.3% | -30.8% |
| 30D | -26.7% | +3.5% | -30.3% | -27.1% |
| 3M | -26.4% | +15.5% | -42.0% | -27.4% |
| 6M | -45.9% | +76.2% | -122.1% | -48.7% |
| YTD | -59.5% | +64.5% | -124.0% | -62.4% |
| 1Y | -62.0% | +50.0% | -112.0% | -64.6% |
| All | -62.0% | +51.1% | -113.0% | -64.6% |
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