+30.6%
HUM vs A
+21.7%
+8.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +4.2% | -1.9% | +6.1% | +4.4% |
| 30D | +10.4% | +6.9% | +3.5% | +9.3% |
| 3M | +15.1% | +9.2% | +5.8% | +13.5% |
| 6M | +120.9% | +25.7% | +95.2% | +115.0% |
| YTD | +57.9% | +11.5% | +46.4% | +58.8% |
| 1Y | +30.6% | +18.4% | +12.2% | +31.3% |
| All | +30.6% | +21.7% | +8.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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