+50.0%
HUM vs ALHC
-51.4%
+101.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.1% | -10.3% | -1.8% |
| 7D | +1.6% | -0.5% | +2.1% | +1.5% |
| 30D | +3.5% | -4.2% | +7.8% | +3.4% |
| 3M | +15.5% | -39.8% | +55.3% | +26.4% |
| 6M | +76.2% | -57.7% | +133.9% | +108.0% |
| YTD | +64.5% | -58.8% | +123.3% | +105.2% |
| 1Y | +50.0% | -52.4% | +102.4% | +73.5% |
| All | +50.0% | -51.4% | +101.5% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling