+708.6%
HUM vs ACM
+252.1%
+456.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | +3.7% | +5.6% | -1.9% | +2.1% |
| 30D | +5.5% | +20.8% | -15.3% | +0.1% |
| 3M | +17.1% | +11.4% | +5.7% | +13.2% |
| 6M | +48.3% | +0.9% | +47.3% | +46.4% |
| YTD | +77.4% | -24.8% | +102.2% | +88.2% |
| 1Y | +92.6% | -46.4% | +139.0% | +124.5% |
| 3Y | -6.1% | -9.2% | +3.1% | -7.0% |
| 5Y | +6.2% | +5.0% | +1.3% | -0.6% |
| 10Y | +153.6% | +130.6% | +23.1% | +79.6% |
| All | +708.6% | +252.1% | +456.5% | +359.0% |
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