-55.4%
APP vs HUM
+51.1%
-106.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.7% |
| 7D | +4.5% | +1.6% | +3.0% | +4.5% |
| 30D | -3.6% | +3.5% | -7.1% | -3.6% |
| 3M | -35.3% | +15.5% | -50.8% | -35.2% |
| 6M | -42.8% | +76.2% | -119.0% | -42.0% |
| YTD | -59.7% | +64.5% | -124.2% | -60.7% |
| 1Y | -55.4% | +50.0% | -105.4% | -56.6% |
| All | -55.4% | +51.1% | -106.4% | -56.6% |
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