+30.6%
HUM vs ALB
+60.9%
-30.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.1% |
| 7D | +4.2% | -8.1% | +12.2% | +4.3% |
| 30D | +10.4% | +6.3% | +4.1% | +10.2% |
| 3M | +15.1% | -23.6% | +38.6% | +15.3% |
| 6M | +120.9% | -24.6% | +145.5% | +119.9% |
| YTD | +57.9% | -10.3% | +68.2% | +53.7% |
| 1Y | +30.6% | +61.5% | -30.9% | +14.1% |
| All | +30.6% | +60.9% | -30.4% | +14.1% |
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