+146.7%
HUM vs ALB
+84.6%
+62.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | -1.4% | -7.6% | +6.2% | -0.7% |
| 30D | +7.5% | -5.6% | +13.1% | +8.0% |
| 3M | +10.2% | -16.8% | +27.1% | +11.9% |
| 6M | +132.5% | -26.3% | +158.8% | +137.7% |
| YTD | +57.6% | -13.2% | +70.9% | +57.4% |
| 1Y | +48.6% | +68.8% | -20.2% | +36.8% |
| 3Y | -11.2% | -30.7% | +19.5% | -11.1% |
| 5Y | +4.8% | -46.3% | +51.1% | +4.1% |
| All | +146.7% | +84.6% | +62.1% | +71.5% |
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 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