+48.6%
HUM vs ACGL
+8.0%
+40.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -3.6% | +2.2% | -1.1% |
| 30D | +7.5% | -2.1% | +9.6% | +7.7% |
| 3M | +10.2% | +5.4% | +4.9% | +10.0% |
| 6M | +132.5% | 0.0% | +132.5% | +133.1% |
| YTD | +57.6% | +0.3% | +57.3% | +57.6% |
| 1Y | +48.6% | +6.2% | +42.4% | +46.0% |
| All | +48.6% | +8.0% | +40.5% | +46.0% |
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