+56.8%
HUM vs ALC
+21.6%
+35.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.9% |
| 7D | +2.1% | -3.7% | +5.7% | +3.1% |
| 30D | +4.7% | -3.7% | +8.4% | +5.7% |
| 3M | +13.5% | +4.6% | +8.9% | +11.6% |
| 6M | +126.7% | -14.6% | +141.3% | +135.2% |
| YTD | +58.5% | -11.9% | +70.4% | +62.8% |
| 1Y | +31.7% | -13.1% | +44.9% | +35.8% |
| 3Y | -10.6% | -15.0% | +4.4% | -9.6% |
| 5Y | +2.5% | -16.2% | +18.7% | +2.9% |
| All | +56.8% | +21.6% | +35.2% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling