+70.9%
HUM vs ADVB
-95.9%
+166.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +42.7% | -43.3% | -0.2% |
| 7D | +7.7% | +74.2% | -66.5% | +8.3% |
| 30D | +5.8% | -35.9% | +41.6% | +5.3% |
| 3M | +14.3% | -56.4% | +70.8% | +13.6% |
| 6M | +50.9% | -36.7% | +87.6% | +50.3% |
| YTD | +74.9% | -43.3% | +118.2% | +72.2% |
| 1Y | +86.9% | -63.4% | +150.3% | +83.0% |
| All | +70.9% | -95.9% | +166.8% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling