-6.1%
HUM vs ALHC
+22.7%
-28.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.8% |
| 7D | +3.7% | +0.3% | +3.5% | +3.7% |
| 30D | +5.5% | -10.6% | +16.1% | +7.4% |
| 3M | +17.1% | -45.3% | +62.5% | +30.4% |
| 6M | +48.3% | -59.7% | +108.0% | +71.9% |
| YTD | +77.4% | -62.7% | +140.1% | +109.9% |
| 1Y | +92.6% | -56.1% | +148.7% | +119.6% |
| 3Y | -6.1% | +21.3% | -27.4% | -8.1% |
| All | -6.1% | +22.7% | -28.8% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling