+30.6%
HUM vs ADVB
+5.8%
+24.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +4.2% | -3.8% | +7.9% | +4.2% |
| 30D | +10.4% | +17.6% | -7.2% | +10.3% |
| 3M | +15.1% | +119.1% | -104.1% | +12.2% |
| 6M | +120.9% | +103.4% | +17.5% | +108.0% |
| YTD | +57.9% | +59.8% | -1.9% | +50.9% |
| 1Y | +30.6% | +8.5% | +22.0% | +26.3% |
| All | +30.6% | +5.8% | +24.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling