+5,578.4%
HUM vs ALK
+839.9%
+4,738.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.5% |
| 7D | +4.2% | -0.7% | +4.8% | +4.2% |
| 30D | +10.4% | -19.2% | +29.6% | +14.2% |
| 3M | +15.1% | -1.5% | +16.6% | +14.6% |
| 6M | +120.9% | -13.1% | +134.0% | +122.7% |
| YTD | +57.9% | -16.4% | +74.4% | +59.4% |
| 1Y | +30.6% | -33.1% | +63.6% | +36.5% |
| 3Y | -9.6% | +0.6% | -10.2% | -15.0% |
| 5Y | +1.6% | -26.4% | +28.0% | -1.1% |
| 10Y | +146.4% | -34.2% | +180.6% | +127.0% |
| All | +5,578.4% | +839.9% | +4,738.5% | +2,525.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling