+2.5%
HUM vs ACWI
+67.7%
-65.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +4.7% | -0.2% | +4.9% | +4.8% |
| 3M | +13.5% | +4.7% | +8.8% | +11.5% |
| 6M | +126.7% | +14.5% | +112.2% | +114.5% |
| YTD | +58.5% | +14.6% | +43.9% | +49.7% |
| 1Y | +31.7% | +21.4% | +10.3% | +21.7% |
| 3Y | -10.6% | +77.6% | -88.2% | -29.3% |
| 5Y | +2.5% | +68.1% | -65.6% | -16.1% |
| All | +2.5% | +67.7% | -65.2% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 5y: compounded portfolio wealth divided by compounded ACWI 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…
5y analysis · Full analysis span regression · 6 months rolling