+513.0%
HUM vs ALM
+3,551.9%
-3,038.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +1.4% |
| 7D | +3.7% | +1.2% | +2.5% | +3.7% |
| 30D | +5.5% | -19.3% | +24.8% | +5.5% |
| 3M | +17.1% | -40.6% | +57.8% | +17.2% |
| 6M | +48.3% | -57.9% | +106.2% | +48.4% |
| YTD | +77.4% | -6.7% | +84.1% | +77.4% |
| 1Y | +92.6% | +20.2% | +72.4% | +92.5% |
| 3Y | -6.1% | +879.4% | -885.6% | -6.3% |
| 5Y | +6.2% | +415.3% | -409.0% | +6.1% |
| 10Y | +153.6% | +2,100.8% | -1,947.2% | +153.1% |
| All | +513.0% | +3,551.9% | -3,038.9% | +512.9% |
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 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