+30.6%
HUM vs APA
+94.6%
-64.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | +4.2% | +0.5% | +3.6% | +4.1% |
| 30D | +10.4% | +23.4% | -13.0% | +8.6% |
| 3M | +15.1% | +12.7% | +2.4% | +14.0% |
| 6M | +120.9% | +39.4% | +81.5% | +112.0% |
| YTD | +57.9% | +79.0% | -21.0% | +46.7% |
| 1Y | +30.6% | +88.8% | -58.3% | +23.1% |
| All | +30.6% | +94.6% | -64.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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