+311.3%
ARM vs HUM
-12.2%
+323.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | +11.4% | +2.1% | +9.3% | +11.2% |
| 30D | -7.4% | +4.7% | -12.1% | -7.8% |
| 3M | -24.5% | +13.5% | -38.0% | -25.1% |
| 6M | +128.7% | +126.7% | +2.0% | +116.1% |
| YTD | +139.3% | +58.5% | +80.7% | +129.3% |
| 1Y | +88.0% | +31.7% | +56.2% | +81.6% |
| All | +311.3% | -12.2% | +323.5% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling