+185.4%
ARM vs HUM
-4.4%
+189.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.8% |
| 7D | -10.4% | +4.8% | -15.2% | -10.7% |
| 30D | -31.8% | +1.6% | -33.5% | -31.9% |
| 3M | -32.2% | +13.8% | -46.1% | -32.9% |
| 6M | -14.9% | +60.0% | -74.9% | -17.5% |
| YTD | +66.0% | +72.7% | -6.6% | +58.2% |
| 1Y | +17.2% | +86.1% | -68.9% | +11.3% |
| 3Y | +247.2% | -7.8% | +255.1% | +208.0% |
| All | +185.4% | -4.4% | +189.8% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling