+30.6%
HUM vs AFL
+11.7%
+18.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | +10.4% | -6.2% | +16.5% | +12.5% |
| 3M | +15.1% | +2.2% | +12.9% | +13.6% |
| 6M | +120.9% | +5.3% | +115.7% | +114.9% |
| YTD | +57.9% | +8.0% | +50.0% | +51.7% |
| 1Y | +30.6% | +10.2% | +20.3% | +24.6% |
| All | +30.6% | +11.7% | +18.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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