+296.4%
ARM vs HUM
-12.6%
+309.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.0% |
| 7D | +5.5% | +4.2% | +1.3% | +5.1% |
| 30D | -8.2% | +10.4% | -18.6% | -8.8% |
| 3M | -35.9% | +15.1% | -51.0% | -36.5% |
| 6M | +103.1% | +120.9% | -17.8% | +92.2% |
| YTD | +130.6% | +57.9% | +72.7% | +121.1% |
| 1Y | +86.1% | +30.6% | +55.5% | +79.8% |
| All | +296.4% | -12.6% | +309.0% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling