+4,000.4%
HUM vs AGI
+5,269.5%
-1,269.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -1.4% | -5.3% | +3.8% | -1.2% |
| 30D | +7.5% | +6.8% | +0.7% | +7.1% |
| 3M | +10.2% | +8.3% | +1.9% | +9.6% |
| 6M | +132.5% | -29.2% | +161.8% | +135.3% |
| YTD | +57.6% | -7.3% | +64.9% | +57.1% |
| 1Y | +48.6% | +8.0% | +40.6% | +46.8% |
| 3Y | -11.2% | +206.6% | -217.7% | -17.1% |
| 5Y | +4.8% | +398.1% | -393.3% | -5.1% |
| 10Y | +147.1% | +384.0% | -236.9% | +117.4% |
| All | +4,000.4% | +5,269.5% | -1,269.1% | +2,947.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling