+30.6%
HUM vs AGI
+17.6%
+13.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.3% |
| 7D | +4.2% | +0.6% | +3.6% | +4.2% |
| 30D | +10.4% | +18.2% | -7.9% | +11.0% |
| 3M | +15.1% | -4.1% | +19.2% | +14.4% |
| 6M | +120.9% | -28.7% | +149.6% | +115.5% |
| YTD | +57.9% | -4.0% | +61.9% | +57.8% |
| 1Y | +30.6% | +17.4% | +13.1% | +31.3% |
| All | +30.6% | +17.6% | +13.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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