+447.9%
HUM vs ALM
+8,394.4%
-7,946.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | +0.4% |
| 7D | +2.1% | +8.4% | -6.3% | +2.1% |
| 30D | +4.7% | +34.8% | -30.1% | +4.7% |
| 3M | +13.5% | +16.2% | -2.7% | +13.5% |
| 6M | +126.7% | +2.1% | +124.5% | +126.6% |
| YTD | +58.5% | +117.0% | -58.5% | +58.4% |
| 1Y | +31.7% | +313.9% | -282.1% | +31.6% |
| 3Y | -10.6% | +2,327.9% | -2,338.6% | -10.9% |
| 5Y | +2.5% | +1,040.6% | -1,038.2% | +2.2% |
| 10Y | +148.7% | +3,219.4% | -3,070.8% | +148.0% |
| All | +447.9% | +8,394.4% | -7,946.4% | +447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling