-11.1%
HUM vs ALM
+1,934.4%
-1,945.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.3% |
| 7D | -1.4% | -7.1% | +5.7% | -1.3% |
| 30D | +7.5% | +24.7% | -17.2% | +7.2% |
| 3M | +10.2% | +8.3% | +1.9% | +9.8% |
| 6M | +132.5% | -22.2% | +154.7% | +131.7% |
| YTD | +57.6% | +88.1% | -30.5% | +55.7% |
| 1Y | +48.6% | +272.4% | -223.8% | +45.7% |
| All | -11.1% | +1,934.4% | -1,945.4% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling