+55.8%
HUM vs ALC
+17.1%
+38.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -1.4% | -7.7% | +6.2% | +0.8% |
| 30D | +7.5% | -11.7% | +19.2% | +11.2% |
| 3M | +10.2% | +0.7% | +9.5% | +9.5% |
| 6M | +132.5% | -17.1% | +149.6% | +143.2% |
| YTD | +57.6% | -15.1% | +72.8% | +63.5% |
| 1Y | +48.6% | -14.1% | +62.7% | +53.5% |
| 3Y | -11.2% | -18.2% | +7.0% | -9.2% |
| 5Y | +4.8% | -19.2% | +24.0% | +6.2% |
| All | +55.8% | +17.1% | +38.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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