+2,213.9%
HUM vs ALB
+2,911.7%
-697.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | +2.1% | -4.4% | +6.5% | +2.8% |
| 30D | +4.7% | -1.2% | +5.9% | +4.7% |
| 3M | +13.5% | -13.3% | +26.8% | +15.9% |
| 6M | +126.7% | -19.8% | +146.4% | +132.3% |
| YTD | +58.5% | -7.9% | +66.5% | +56.9% |
| 1Y | +31.7% | +60.2% | -28.4% | +16.3% |
| 3Y | -10.6% | -26.4% | +15.8% | -14.0% |
| 5Y | +2.5% | -42.5% | +45.0% | -1.9% |
| 10Y | +148.7% | +83.0% | +65.7% | +64.4% |
| All | +2,213.9% | +2,911.7% | -697.9% | +771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling