+12.3%
HUM vs ALHC
-61.4%
+73.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +3.7% | +0.3% | +3.5% | +3.7% |
| 30D | +5.5% | -10.6% | +16.1% | +7.0% |
| 3M | +17.1% | -45.3% | +62.5% | +26.9% |
| 6M | +48.3% | -59.7% | +108.0% | +65.7% |
| YTD | +77.4% | -62.7% | +140.1% | +100.9% |
| 1Y | +92.6% | -56.1% | +148.7% | +112.8% |
| 3Y | -6.1% | +21.3% | -27.4% | -9.3% |
| 5Y | +6.2% | -66.0% | +72.2% | +5.4% |
| All | +12.3% | -61.4% | +73.6% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling