+73.3%
HUM vs ADVB
-96.8%
+170.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +25.0% | +1.2% |
| 7D | +3.7% | +27.8% | -24.0% | +4.0% |
| 30D | +5.5% | -50.8% | +56.3% | +4.9% |
| 3M | +17.1% | -70.5% | +87.7% | +16.0% |
| 6M | +48.3% | -46.7% | +95.0% | +47.2% |
| YTD | +77.4% | -56.7% | +134.1% | +74.3% |
| 1Y | +92.6% | -71.8% | +164.3% | +88.2% |
| All | +73.3% | -96.8% | +170.2% | +47.3% |
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