+5,566.9%
HUM vs AFL
+18,431.1%
-12,864.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -1.4% | -3.3% | +1.9% | -0.4% |
| 30D | +7.5% | -5.0% | +12.5% | +9.1% |
| 3M | +10.2% | -1.8% | +12.0% | +10.7% |
| 6M | +132.5% | +4.8% | +127.7% | +128.9% |
| YTD | +57.6% | +5.4% | +52.2% | +54.8% |
| 1Y | +48.6% | +9.0% | +39.6% | +44.4% |
| 3Y | -11.2% | +63.0% | -74.2% | -24.0% |
| 5Y | +4.8% | +134.5% | -129.7% | -20.1% |
| 10Y | +147.1% | +298.6% | -151.5% | +58.1% |
| All | +5,566.9% | +18,431.1% | -12,864.1% | +1,443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling