+8.0%
HUM vs ALM
+410.2%
-402.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | +5.5% | -19.3% | +24.8% | +5.8% |
| 3M | +17.1% | -40.6% | +57.8% | +18.0% |
| 6M | +48.3% | -57.9% | +106.2% | +49.5% |
| YTD | +77.4% | -6.7% | +84.1% | +76.9% |
| 1Y | +92.6% | +20.2% | +72.4% | +91.6% |
| 3Y | -6.1% | +879.4% | -885.6% | -7.5% |
| All | +8.0% | +410.2% | -402.2% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling