+54.0%
HUM vs ADVB
-88.9%
+143.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.2% |
| 7D | -1.4% | -5.9% | +4.4% | -1.5% |
| 30D | +7.5% | +13.9% | -6.4% | +7.6% |
| 3M | +10.2% | +127.3% | -117.1% | +10.6% |
| 6M | +132.5% | +77.0% | +55.5% | +131.0% |
| YTD | +57.6% | +51.5% | +6.1% | +56.5% |
| 1Y | +48.6% | -11.3% | +59.9% | +46.7% |
| All | +54.0% | -88.9% | +143.0% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling