-11.1%
HUM vs ACM
-23.7%
+12.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.4% |
| 7D | -1.4% | -5.9% | +4.5% | -0.7% |
| 30D | +7.5% | -6.2% | +13.7% | +8.1% |
| 3M | +10.2% | -7.9% | +18.1% | +11.1% |
| 6M | +132.5% | -30.6% | +163.1% | +145.2% |
| YTD | +57.6% | -33.3% | +90.9% | +66.8% |
| 1Y | +48.6% | -49.2% | +97.8% | +66.3% |
| All | -11.1% | -23.7% | +12.6% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling