+315.5%
ARM vs HUM
-12.9%
+328.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | -1.4% | +3.7% | -5.1% | -1.6% |
| 3M | -18.7% | +10.4% | -29.1% | -19.2% |
| 6M | +124.6% | +125.7% | -1.1% | +112.4% |
| YTD | +141.7% | +57.3% | +84.4% | +131.8% |
| 1Y | +87.7% | +48.6% | +39.0% | +80.4% |
| All | +315.5% | -12.9% | +328.4% | +254.1% |
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