+5,556.9%
HUM vs AIG
-22.8%
+5,579.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | +3.7% | -3.3% | +7.0% | +4.3% |
| 3M | +10.4% | +2.2% | +8.2% | +9.9% |
| 6M | +125.7% | -2.1% | +127.9% | +126.0% |
| YTD | +57.3% | -11.2% | +68.5% | +59.9% |
| 1Y | +48.6% | -2.1% | +50.7% | +48.6% |
| 3Y | -11.3% | +34.4% | -45.7% | -16.2% |
| 5Y | +0.8% | +53.7% | -52.9% | -7.8% |
| 10Y | +146.7% | +64.4% | +82.3% | +114.8% |
| All | +5,556.9% | -22.8% | +5,579.7% | +3,162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling