+152.3%
HUM vs ALM
+2,589.2%
-2,436.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +2.3% |
| 7D | +2.1% | -11.8% | +13.9% | +2.2% |
| 30D | +5.4% | +7.8% | -2.4% | +5.3% |
| 3M | +11.4% | -9.3% | +20.7% | +11.3% |
| 6M | +141.5% | -30.5% | +172.0% | +141.6% |
| YTD | +61.2% | +75.8% | -14.6% | +59.4% |
| 1Y | +49.2% | +241.2% | -192.0% | +46.2% |
| 3Y | -9.0% | +1,872.6% | -1,881.7% | -12.9% |
| 5Y | +7.2% | +849.6% | -842.4% | +3.2% |
| All | +152.3% | +2,589.2% | -2,436.9% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling