+618.5%
HUM vs ACM
+212.5%
+406.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.7% |
| 7D | -1.4% | -5.9% | +4.5% | +0.2% |
| 30D | +7.5% | -6.2% | +13.7% | +8.8% |
| 3M | +10.2% | -7.9% | +18.1% | +11.8% |
| 6M | +132.5% | -30.6% | +163.1% | +153.7% |
| YTD | +57.6% | -33.3% | +90.9% | +73.2% |
| 1Y | +48.6% | -49.2% | +97.8% | +75.8% |
| 3Y | -11.2% | -23.5% | +12.3% | -7.7% |
| 5Y | +4.8% | +0.9% | +3.9% | -1.0% |
| 10Y | +147.1% | +128.4% | +18.7% | +75.6% |
| All | +618.5% | +212.5% | +406.1% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling