+86.1%
ARM vs HUM
+31.0%
+55.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.0% |
| 7D | +5.5% | +4.2% | +1.3% | +5.0% |
| 30D | -8.2% | +10.4% | -18.6% | -9.1% |
| 3M | -35.9% | +15.1% | -51.0% | -36.6% |
| 6M | +103.1% | +120.9% | -17.8% | +88.1% |
| YTD | +130.6% | +57.9% | +72.7% | +114.7% |
| 1Y | +86.1% | +30.6% | +55.5% | +75.5% |
| All | +86.1% | +31.0% | +55.1% | +75.5% |
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