+0.8%
HUM vs ALK
-28.1%
+28.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | -0.2% | -3.0% | +2.7% | 0.0% |
| 30D | +3.7% | -14.6% | +18.3% | +5.0% |
| 3M | +10.4% | -10.6% | +21.0% | +11.1% |
| 6M | +125.7% | -6.7% | +132.4% | +125.2% |
| YTD | +57.3% | -19.8% | +77.1% | +58.7% |
| 1Y | +48.6% | -35.2% | +83.8% | +52.7% |
| 3Y | -11.3% | +1.4% | -12.7% | -14.0% |
| 5Y | +0.8% | -30.7% | +31.5% | +2.1% |
| All | +0.8% | -28.1% | +28.9% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling