+33.9%
ALNY vs HUM
+6.5%
+27.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.2% |
| 7D | -6.5% | +2.1% | -8.6% | -6.8% |
| 30D | +11.0% | +5.4% | +5.6% | +10.4% |
| 3M | -14.1% | +11.4% | -25.5% | -15.4% |
| 6M | -22.4% | +141.5% | -163.9% | -30.8% |
| YTD | -37.5% | +61.2% | -98.7% | -41.7% |
| 1Y | -46.9% | +49.2% | -96.1% | -50.2% |
| 3Y | +22.1% | -9.0% | +31.1% | +20.7% |
| All | +33.9% | +6.5% | +27.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling