+2.5%
HUM vs ABCL
-39.9%
+42.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.1% | +1.4% | +0.7% | +2.0% |
| 30D | +4.7% | +65.1% | -60.4% | +2.2% |
| 3M | +13.5% | +111.1% | -97.6% | +9.4% |
| 6M | +126.7% | +231.6% | -104.9% | +114.5% |
| YTD | +58.5% | +234.5% | -176.0% | +49.8% |
| 1Y | +31.7% | +174.3% | -142.6% | +24.8% |
| 3Y | -10.6% | +111.5% | -122.1% | -16.2% |
| 5Y | +2.5% | -37.3% | +39.8% | -5.2% |
| All | +2.5% | -39.9% | +42.4% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling