+50.0%
HUM vs ALB
+4.7%
+45.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.4% | -0.1% |
| 7D | +1.6% | -2.1% | +3.6% | +1.6% |
| 30D | +3.5% | -9.0% | +12.5% | +3.5% |
| 3M | +15.5% | -21.1% | +36.6% | +15.5% |
| 6M | +76.2% | -49.9% | +126.1% | +74.3% |
| YTD | +64.5% | -32.3% | +96.8% | +60.1% |
| 1Y | +50.0% | +8.6% | +41.4% | +48.5% |
| All | +50.0% | +4.7% | +45.3% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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