+48.6%
HUM vs ALK
-35.4%
+84.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -1.4% | -3.1% | +1.7% | -1.3% |
| 30D | +7.5% | -17.1% | +24.6% | +8.3% |
| 3M | +10.2% | -3.8% | +14.0% | +10.1% |
| 6M | +132.5% | -5.3% | +137.8% | +130.6% |
| YTD | +57.6% | -20.3% | +77.9% | +57.6% |
| 1Y | +48.6% | -36.0% | +84.6% | +63.4% |
| All | +48.6% | -35.4% | +84.0% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling