+6,187.6%
HUM vs ALK
+773.0%
+5,414.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.2% |
| 7D | +7.7% | +0.9% | +6.8% | +7.5% |
| 30D | +5.8% | +3.3% | +2.5% | +4.8% |
| 3M | +14.3% | -17.6% | +31.9% | +17.5% |
| 6M | +50.9% | +0.8% | +50.1% | +48.6% |
| YTD | +74.9% | -22.4% | +97.3% | +77.9% |
| 1Y | +86.9% | -10.1% | +97.0% | +85.2% |
| 3Y | -6.7% | +14.0% | -20.6% | -14.4% |
| 5Y | +4.8% | -29.8% | +34.6% | +2.5% |
| 10Y | +150.1% | -44.8% | +194.8% | +136.6% |
| All | +6,187.6% | +773.0% | +5,414.6% | +2,830.6% |
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