-10.6%
HUM vs ALK
+1.7%
-12.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +4.7% | -18.5% | +23.2% | +5.9% |
| 3M | +13.5% | -3.6% | +17.1% | +13.4% |
| 6M | +126.7% | -3.7% | +130.4% | +125.5% |
| YTD | +58.5% | -19.0% | +77.6% | +59.3% |
| 1Y | +31.7% | -36.0% | +67.8% | +34.2% |
| 3Y | -10.6% | +2.3% | -13.0% | -12.8% |
| All | -10.6% | +1.7% | -12.3% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling