-11.2%
HUM vs ALHC
+151.5%
-162.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | -0.2% | -4.1% | +3.9% | +0.6% |
| 30D | +3.7% | -5.4% | +9.2% | +4.9% |
| 3M | +10.4% | -32.1% | +42.5% | +17.9% |
| 6M | +125.7% | -28.5% | +154.2% | +134.7% |
| YTD | +57.3% | -34.0% | +91.4% | +67.9% |
| 1Y | +48.6% | -20.9% | +69.6% | +52.7% |
| All | -11.2% | +151.5% | -162.8% | -19.3% |
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