+54.9%
HUM vs ADVB
-88.8%
+143.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.4% |
| 7D | +2.1% | -14.0% | +16.1% | +2.0% |
| 30D | +4.7% | +41.0% | -36.3% | +5.0% |
| 3M | +13.5% | +127.9% | -114.4% | +13.9% |
| 6M | +126.7% | +101.3% | +25.3% | +125.3% |
| YTD | +58.5% | +53.8% | +4.8% | +57.5% |
| 1Y | +31.7% | +4.4% | +27.3% | +31.3% |
| All | +54.9% | -88.8% | +143.7% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling