+15.9%
HUM vs ACI
+21.2%
-5.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -1.0% | +2.2% |
| 7D | +2.1% | -3.7% | +5.8% | +2.2% |
| 30D | +5.4% | +0.6% | +4.8% | +5.4% |
| 3M | +11.4% | -20.3% | +31.7% | +12.3% |
| 6M | +141.5% | -24.7% | +166.2% | +143.9% |
| YTD | +61.2% | -27.2% | +88.4% | +63.1% |
| 1Y | +49.2% | -32.7% | +81.9% | +51.3% |
| 3Y | -9.0% | -43.9% | +34.9% | -7.4% |
| 5Y | +7.2% | -38.9% | +46.0% | +9.0% |
| All | +15.9% | +21.2% | -5.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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