+152.3%
HUM vs ACGL
+276.6%
-124.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -2.0% | +4.1% | +2.8% |
| 30D | +5.4% | -1.2% | +6.6% | +5.9% |
| 3M | +11.4% | +5.4% | +6.0% | +8.9% |
| 6M | +141.5% | +1.4% | +140.2% | +138.8% |
| YTD | +61.2% | +0.2% | +61.0% | +59.6% |
| 1Y | +49.2% | +4.1% | +45.0% | +45.3% |
| 3Y | -9.0% | +28.2% | -37.3% | -19.6% |
| 5Y | +7.2% | +159.5% | -152.3% | -31.0% |
| All | +152.3% | +276.6% | -124.3% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling