+146.4%
HUM vs ALB
+32.4%
+114.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | +3.7% | -5.8% | +9.5% | +4.3% |
| 30D | +5.5% | -4.5% | +10.0% | +5.9% |
| 3M | +17.1% | -28.1% | +45.2% | +20.7% |
| 6M | +48.3% | -53.2% | +101.5% | +58.9% |
| YTD | +77.4% | -33.3% | +110.7% | +81.4% |
| 1Y | +92.6% | -17.4% | +110.0% | +92.2% |
| 3Y | -6.1% | -14.1% | +8.0% | -10.0% |
| 5Y | +6.2% | -64.0% | +70.3% | +11.5% |
| All | +146.4% | +32.4% | +114.1% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling