+5.1%
HUM vs ALK
-28.7%
+33.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | +20.0% | -15.2% | +35.2% | +21.4% |
| 6M | +63.5% | +5.0% | +58.4% | +61.6% |
| YTD | +75.9% | -18.4% | +94.4% | +76.9% |
| 1Y | +85.7% | -2.4% | +88.1% | +83.0% |
| 3Y | -6.1% | +19.8% | -25.9% | -10.9% |
| 5Y | +5.1% | -27.8% | +32.9% | +7.2% |
| All | +5.1% | -28.7% | +33.8% | +7.2% |
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