+782.5%
HUM vs AG
+439.9%
+342.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +2.1% | +4.5% | -2.4% | +1.8% |
| 30D | +4.7% | +12.9% | -8.2% | +3.9% |
| 3M | +13.5% | +20.9% | -7.4% | +12.0% |
| 6M | +126.7% | -19.5% | +146.2% | +128.0% |
| YTD | +58.5% | +24.8% | +33.8% | +54.8% |
| 1Y | +31.7% | +120.2% | -88.5% | +23.9% |
| 3Y | -10.6% | +279.0% | -289.6% | -20.4% |
| 5Y | +2.5% | +67.9% | -65.4% | -5.7% |
| 10Y | +148.7% | +57.5% | +91.2% | +116.3% |
| All | +782.5% | +439.9% | +342.6% | +403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling