+48.6%
HUM vs ADVB
-3.0%
+51.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.6% | -0.7% |
| 7D | -0.2% | -13.0% | +12.8% | -0.2% |
| 30D | +3.7% | +7.5% | -3.7% | +3.7% |
| 3M | +10.4% | +129.1% | -118.7% | +7.1% |
| 6M | +125.7% | +71.7% | +54.0% | +113.8% |
| YTD | +57.3% | +45.5% | +11.8% | +50.4% |
| 1Y | +48.6% | -2.7% | +51.4% | +44.1% |
| All | +48.6% | -3.0% | +51.6% | +44.1% |
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