+5.3%
HUM vs AGI
+400.3%
-395.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.1% | -2.7% | +4.8% | +2.1% |
| 30D | +5.4% | +7.2% | -1.9% | +5.2% |
| 3M | +11.4% | +4.3% | +7.2% | +11.1% |
| 6M | +141.5% | -27.1% | +168.6% | +142.6% |
| YTD | +61.2% | -6.6% | +67.8% | +60.4% |
| 1Y | +49.2% | +9.5% | +39.6% | +47.1% |
| 3Y | -9.0% | +208.4% | -217.5% | -15.7% |
| All | +5.3% | +400.3% | -395.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling