-35.9%
APP vs HUM
+31.0%
-66.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.2% |
| 7D | +0.9% | +4.2% | -3.3% | +1.1% |
| 30D | -23.3% | +10.4% | -33.6% | -22.9% |
| 3M | -42.6% | +15.1% | -57.7% | -41.9% |
| 6M | -33.6% | +120.9% | -154.5% | -30.0% |
| YTD | -52.4% | +57.9% | -110.4% | -51.9% |
| 1Y | -35.9% | +30.6% | -66.4% | -36.2% |
| All | -35.9% | +31.0% | -66.9% | -36.2% |
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 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