+306.4%
APP vs HUM
+0.5%
+305.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 3M | -36.2% | +10.2% | -46.4% | -36.3% |
| 6M | -34.1% | +132.5% | -166.7% | -35.4% |
| YTD | -53.3% | +57.6% | -110.9% | -54.0% |
| 1Y | -44.5% | +48.6% | -93.1% | -45.4% |
| 3Y | +646.7% | -11.2% | +657.8% | +672.2% |
| 5Y | +306.4% | +4.8% | +301.6% | +239.2% |
| All | +306.4% | +0.5% | +305.9% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling