+50.0%
HUM vs ADVB
-76.7%
+126.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.1% |
| 7D | +1.6% | -29.5% | +31.1% | +1.3% |
| 30D | +3.5% | -66.9% | +70.4% | +2.8% |
| 3M | +15.5% | -73.7% | +89.2% | +14.6% |
| 6M | +76.2% | -64.8% | +141.0% | +73.5% |
| YTD | +64.5% | -64.0% | +128.6% | +57.1% |
| 1Y | +50.0% | -77.0% | +127.0% | +48.2% |
| All | +50.0% | -76.7% | +126.7% | +48.2% |
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