-11.1%
HUM vs APA
+11.9%
-22.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +7.5% | +9.6% | -2.1% | +6.9% |
| 3M | +10.2% | +18.0% | -7.8% | +9.1% |
| 6M | +132.5% | +41.9% | +90.7% | +127.3% |
| YTD | +57.6% | +86.3% | -28.7% | +51.6% |
| 1Y | +48.6% | +97.9% | -49.3% | +42.6% |
| All | -11.1% | +11.9% | -22.9% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling