+50.0%
HUM vs ACGL
+28.7%
+21.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | +1.6% | +8.0% | -6.4% | +1.5% |
| 30D | +3.5% | +17.3% | -13.8% | +3.2% |
| 3M | +15.5% | +11.2% | +4.3% | +15.4% |
| 6M | +76.2% | +18.2% | +58.0% | +76.5% |
| YTD | +64.5% | +15.4% | +49.1% | +64.5% |
| 1Y | +50.0% | +26.5% | +23.5% | +39.3% |
| All | +50.0% | +28.7% | +21.3% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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