+8.4%
HUM vs ABCL
-81.3%
+89.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +4.2% | +0.7% | +3.4% | +4.1% |
| 30D | +10.4% | +93.1% | -82.7% | +8.2% |
| 3M | +15.1% | +79.4% | -64.4% | +12.8% |
| 6M | +120.9% | +214.9% | -94.0% | +113.8% |
| YTD | +57.9% | +234.2% | -176.3% | +52.6% |
| 1Y | +30.6% | +174.8% | -144.2% | +26.3% |
| 3Y | -9.6% | +104.5% | -114.1% | -13.3% |
| 5Y | +1.6% | -39.0% | +40.6% | -4.4% |
| All | +8.4% | -81.3% | +89.7% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling