+503.8%
APP vs HUM
+10.4%
+493.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.7% |
| 7D | +10.6% | +7.7% | +2.8% | +10.4% |
| 30D | +44.6% | +5.8% | +38.8% | +44.5% |
| 3M | +29.6% | +14.3% | +15.3% | +29.4% |
| 6M | -19.8% | +50.9% | -70.7% | -19.9% |
| YTD | -41.6% | +74.9% | -116.5% | -42.2% |
| 1Y | -32.7% | +86.9% | -119.6% | -33.4% |
| 3Y | +799.0% | -6.7% | +805.7% | +834.8% |
| 5Y | +250.4% | +4.8% | +245.6% | +245.8% |
| All | +503.8% | +10.4% | +493.4% | +457.6% |
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 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