-9.8%
APP vs HUM
+51.5%
-61.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.8% |
| 7D | +4.6% | +3.7% | +0.8% | +4.3% |
| 30D | +56.0% | +5.5% | +50.5% | +55.2% |
| 3M | +30.8% | +17.1% | +13.7% | +29.1% |
| 6M | -9.8% | +48.3% | -58.1% | +0.9% |
| All | -9.8% | +51.5% | -61.3% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling