+88.0%
HUM vs ABCL
+197.3%
-109.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.2% |
| 7D | +6.9% | -2.7% | +9.6% | +7.1% |
| 30D | +3.2% | -5.4% | +8.6% | +3.4% |
| 3M | +20.0% | +22.4% | -2.5% | +17.5% |
| 6M | +63.5% | +127.6% | -64.2% | +51.1% |
| YTD | +75.9% | +249.4% | -173.5% | +55.3% |
| All | +88.0% | +197.3% | -109.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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