+30.6%
HUM vs AIG
-4.5%
+35.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +4.2% | -0.9% | +5.1% | +4.3% |
| 30D | +10.4% | -4.9% | +15.2% | +11.4% |
| 3M | +15.1% | +4.5% | +10.6% | +13.7% |
| 6M | +120.9% | -1.4% | +122.4% | +121.1% |
| YTD | +57.9% | -9.8% | +67.7% | +63.8% |
| 1Y | +30.6% | -4.5% | +35.1% | +29.6% |
| All | +30.6% | -4.5% | +35.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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