-41.3%
ALNY vs HUM
+31.0%
-72.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +12.2% | +4.2% | +8.1% | +12.1% |
| 30D | +16.3% | +10.4% | +6.0% | +16.1% |
| 3M | -12.4% | +15.1% | -27.4% | -12.8% |
| 6M | -18.7% | +120.9% | -139.6% | -20.4% |
| YTD | -33.1% | +57.9% | -91.0% | -35.2% |
| 1Y | -41.3% | +30.6% | -71.9% | -45.8% |
| All | -41.3% | +31.0% | -72.3% | -45.8% |
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