+152.3%
HUM vs APA
-2.4%
+154.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.2% |
| 7D | +2.1% | +4.6% | -2.5% | +1.6% |
| 30D | +5.4% | +11.9% | -6.5% | +4.1% |
| 3M | +11.4% | +22.5% | -11.1% | +8.8% |
| 6M | +141.5% | +37.5% | +104.0% | +131.9% |
| YTD | +61.2% | +87.2% | -26.0% | +49.3% |
| 1Y | +49.2% | +101.4% | -52.3% | +36.7% |
| 3Y | -9.0% | +16.9% | -26.0% | -13.1% |
| 5Y | +7.2% | +178.4% | -171.3% | -10.8% |
| All | +152.3% | -2.4% | +154.6% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling