+146.7%
HUM vs ALK
-37.3%
+184.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -1.4% | -3.1% | +1.7% | -1.0% |
| 30D | +7.5% | -17.1% | +24.6% | +10.4% |
| 3M | +10.2% | -3.8% | +14.0% | +10.2% |
| 6M | +132.5% | -5.3% | +137.8% | +131.2% |
| YTD | +57.6% | -20.3% | +77.9% | +60.0% |
| 1Y | +48.6% | -36.0% | +84.6% | +55.7% |
| 3Y | -11.2% | +0.8% | -11.9% | -16.3% |
| 5Y | +4.8% | -28.5% | +33.3% | +2.9% |
| All | +146.7% | -37.3% | +184.0% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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