+152.3%
HUM vs ACM
+134.0%
+18.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.2% | +2.0% |
| 7D | +2.1% | -4.6% | +6.6% | +3.4% |
| 30D | +5.4% | +4.1% | +1.3% | +3.9% |
| 3M | +11.4% | -8.3% | +19.7% | +13.3% |
| 6M | +141.5% | -30.1% | +171.6% | +165.1% |
| YTD | +61.2% | -32.6% | +93.8% | +78.1% |
| 1Y | +49.2% | -49.6% | +98.7% | +80.3% |
| 3Y | -9.0% | -23.0% | +14.0% | -5.7% |
| 5Y | +7.2% | +2.0% | +5.2% | -1.2% |
| All | +152.3% | +134.0% | +18.3% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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