-32.7%
APP vs HUM
+84.4%
-117.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.7% |
| 7D | +10.6% | +7.7% | +2.8% | +10.2% |
| 30D | +44.6% | +5.8% | +38.8% | +44.2% |
| 3M | +29.6% | +14.3% | +15.3% | +28.9% |
| 6M | -19.8% | +50.9% | -70.7% | -20.0% |
| YTD | -41.6% | +74.9% | -116.5% | -44.3% |
| 1Y | -32.7% | +86.9% | -119.6% | -36.5% |
| All | -32.7% | +84.4% | -117.1% | -36.5% |
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