+4.8%
HUM vs ALC
-19.4%
+24.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | -1.4% | -7.7% | +6.2% | -0.3% |
| 30D | +7.5% | -11.7% | +19.2% | +9.4% |
| 3M | +10.2% | +0.7% | +9.5% | +9.8% |
| 6M | +132.5% | -17.1% | +149.6% | +138.4% |
| YTD | +57.6% | -15.1% | +72.8% | +61.0% |
| 1Y | +48.6% | -14.1% | +62.7% | +51.3% |
| 3Y | -11.2% | -18.2% | +7.0% | -9.4% |
| 5Y | +4.8% | -19.2% | +24.0% | +7.2% |
| All | +4.8% | -19.4% | +24.2% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling