-43.3%
APP vs HUM
+50.8%
-94.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +3.1% |
| 7D | +1.1% | +2.1% | -1.0% | +1.1% |
| 30D | +6.6% | +5.4% | +1.3% | +6.9% |
| 3M | -32.3% | +11.4% | -43.7% | -31.7% |
| 6M | -29.8% | +141.5% | -171.3% | -25.4% |
| YTD | -51.9% | +61.2% | -113.1% | -51.6% |
| 1Y | -43.3% | +49.2% | -92.4% | -43.8% |
| All | -43.3% | +50.8% | -94.1% | -43.8% |
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 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