+5.3%
HUM vs APD
+22.2%
-16.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.4% |
| 7D | +2.1% | -3.3% | +5.3% | +2.7% |
| 30D | +5.4% | -4.2% | +9.6% | +6.2% |
| 3M | +11.4% | +5.4% | +6.0% | +9.9% |
| 6M | +141.5% | +6.3% | +135.2% | +137.4% |
| YTD | +61.2% | +20.3% | +40.9% | +53.8% |
| 1Y | +49.2% | +1.6% | +47.6% | +47.5% |
| 3Y | -9.0% | +4.0% | -13.0% | -11.1% |
| All | +5.3% | +22.2% | -16.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling