+4.8%
HUM vs AG
+64.4%
-59.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +0.3% |
| 7D | -1.4% | -5.8% | +4.4% | -1.2% |
| 30D | +7.5% | +6.4% | +1.1% | +7.2% |
| 3M | +10.2% | +28.4% | -18.2% | +9.2% |
| 6M | +132.5% | -24.5% | +157.0% | +133.7% |
| YTD | +57.6% | +21.2% | +36.4% | +55.6% |
| 1Y | +48.6% | +114.1% | -65.5% | +43.5% |
| 3Y | -11.2% | +268.0% | -279.2% | -16.9% |
| 5Y | +4.8% | +67.3% | -62.5% | +3.6% |
| All | +4.8% | +64.4% | -59.6% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling