-6.9%
HUM vs ALK
+20.7%
-27.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +6.9% | +2.6% | +4.3% | +6.7% |
| 30D | +3.2% | +7.8% | -4.6% | +2.6% |
| 3M | +20.0% | -15.2% | +35.2% | +21.1% |
| 6M | +63.5% | +5.0% | +58.4% | +62.0% |
| YTD | +75.9% | -18.4% | +94.4% | +76.6% |
| 1Y | +85.7% | -2.4% | +88.1% | +83.1% |
| All | -6.9% | +20.7% | -27.6% | -7.5% |
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