-11.2%
HUM vs ALB
-29.2%
+18.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | -0.7% |
| 7D | -0.2% | -8.6% | +8.4% | 0.0% |
| 30D | +3.7% | -4.0% | +7.8% | +3.8% |
| 3M | +10.4% | -17.4% | +27.8% | +10.8% |
| 6M | +125.7% | -25.4% | +151.1% | +126.6% |
| YTD | +57.3% | -10.5% | +67.9% | +56.6% |
| 1Y | +48.6% | +75.8% | -27.2% | +44.2% |
| All | -11.2% | -29.2% | +18.0% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling