+2,451.4%
HUM vs ACGL
+4,940.3%
-2,488.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.9% | -1.4% | +8.3% | +7.2% |
| 30D | +3.2% | +12.4% | -9.2% | +0.1% |
| 3M | +20.0% | +11.1% | +8.9% | +16.6% |
| 6M | +63.5% | +16.3% | +47.1% | +56.8% |
| YTD | +75.9% | +13.8% | +62.1% | +69.2% |
| 1Y | +85.7% | +20.4% | +65.3% | +76.1% |
| 3Y | -6.1% | +33.6% | -39.7% | -13.7% |
| 5Y | +5.1% | +176.8% | -171.7% | -20.1% |
| 10Y | +151.6% | +324.6% | -173.0% | +70.5% |
| All | +2,451.4% | +4,940.3% | -2,488.9% | +1,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling