+382.3%
APP vs HUM
-0.5%
+382.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -1.3% | +7.5% | -8.8% | -1.4% |
| 3M | -36.2% | +10.2% | -46.4% | -36.2% |
| 6M | -34.1% | +132.5% | -166.7% | -34.8% |
| YTD | -53.3% | +57.6% | -110.9% | -53.7% |
| 1Y | -44.5% | +48.6% | -93.1% | -45.0% |
| 3Y | +646.7% | -11.2% | +657.8% | +666.5% |
| 5Y | +306.4% | +4.8% | +301.6% | +301.7% |
| All | +382.3% | -0.5% | +382.8% | +346.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling