+50.0%
HUM vs AG
+29.4%
+20.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.1% | -9.3% | -0.6% |
| 7D | +1.6% | -2.6% | +4.2% | +1.7% |
| 30D | +3.5% | -12.1% | +15.6% | +4.2% |
| 3M | +15.5% | -6.6% | +22.1% | +15.8% |
| 6M | +76.2% | -20.5% | +96.7% | +77.0% |
| YTD | +64.5% | -7.4% | +72.0% | +59.9% |
| 1Y | +50.0% | +33.4% | +16.6% | +36.6% |
| All | +50.0% | +29.4% | +20.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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