+30.6%
HUM vs APD
+6.0%
+24.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | +4.2% | -2.2% | +6.4% | +4.4% |
| 30D | +10.4% | +2.1% | +8.3% | +10.0% |
| 3M | +15.1% | +7.2% | +7.9% | +13.6% |
| 6M | +120.9% | +11.2% | +109.7% | +116.0% |
| YTD | +57.9% | +24.4% | +33.5% | +49.0% |
| 1Y | +30.6% | +6.7% | +23.9% | +37.7% |
| All | +30.6% | +6.0% | +24.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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