+152.3%
HUM vs AG
+68.4%
+83.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.4% |
| 7D | +2.1% | -6.7% | +8.8% | +2.3% |
| 30D | +5.4% | +2.2% | +3.2% | +5.3% |
| 3M | +11.4% | +15.7% | -4.3% | +10.8% |
| 6M | +141.5% | -23.8% | +165.3% | +142.6% |
| YTD | +61.2% | +17.6% | +43.6% | +59.4% |
| 1Y | +49.2% | +88.6% | -39.5% | +45.1% |
| 3Y | -9.0% | +253.4% | -262.5% | -14.2% |
| 5Y | +7.2% | +62.4% | -55.3% | +2.9% |
| All | +152.3% | +68.4% | +83.9% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling