+5,600.3%
HUM vs APA
+832.5%
+4,767.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +4.7% | +15.7% | -11.0% | +2.4% |
| 3M | +13.5% | +16.5% | -3.0% | +10.6% |
| 6M | +126.7% | +35.1% | +91.6% | +115.3% |
| YTD | +58.5% | +82.2% | -23.7% | +43.8% |
| 1Y | +31.7% | +102.5% | -70.7% | +17.2% |
| 3Y | -10.6% | +10.3% | -20.9% | -15.5% |
| 5Y | +2.5% | +166.1% | -163.6% | -18.9% |
| 10Y | +148.7% | -4.9% | +153.5% | +94.2% |
| All | +5,600.3% | +832.5% | +4,767.8% | +3,178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling