+49.2%
HUM vs ALM
+247.3%
-198.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +2.4% |
| 7D | +2.1% | -11.8% | +13.9% | +2.3% |
| 30D | +5.4% | +7.8% | -2.4% | +5.2% |
| 3M | +11.4% | -9.3% | +20.7% | +10.8% |
| 6M | +141.5% | -30.5% | +172.0% | +139.5% |
| YTD | +61.2% | +75.8% | -14.6% | +57.6% |
| 1Y | +49.2% | +241.2% | -192.0% | +35.0% |
| All | +49.2% | +247.3% | -198.2% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling