-6.1%
HUM vs ALB
-14.4%
+8.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.5% |
| 7D | +3.7% | -5.8% | +9.5% | +3.9% |
| 30D | +5.5% | -4.5% | +10.0% | +5.6% |
| 3M | +17.1% | -28.1% | +45.2% | +18.1% |
| 6M | +48.3% | -53.2% | +101.5% | +51.1% |
| YTD | +77.4% | -33.3% | +110.7% | +77.8% |
| 1Y | +92.6% | -17.4% | +110.0% | +91.5% |
| 3Y | -6.1% | -14.1% | +8.0% | -5.4% |
| All | -6.1% | -14.4% | +8.3% | -5.4% |
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