+0.8%
HUM vs ACGL
+152.7%
-151.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.2% | -2.1% | +1.9% | +0.4% |
| 30D | +3.7% | -2.2% | +5.9% | +4.4% |
| 3M | +10.4% | +6.3% | +4.1% | +8.0% |
| 6M | +125.7% | +0.5% | +125.2% | +124.3% |
| YTD | +57.3% | +0.2% | +57.1% | +56.1% |
| 1Y | +48.6% | +7.3% | +41.4% | +43.8% |
| 3Y | -11.3% | +30.8% | -42.1% | -20.3% |
| 5Y | +0.8% | +155.8% | -154.9% | -32.5% |
| All | +0.8% | +152.7% | -151.9% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling