+6,277.2%
HUM vs APD
+6,473.2%
-196.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | +3.8% | -0.1% | +2.4% |
| 30D | +5.5% | +8.2% | -2.7% | +2.5% |
| 3M | +17.1% | +4.3% | +12.9% | +15.2% |
| 6M | +48.3% | +4.7% | +43.6% | +45.0% |
| YTD | +77.4% | +31.5% | +45.8% | +59.0% |
| 1Y | +92.6% | +23.5% | +69.0% | +76.3% |
| 3Y | -6.1% | +29.1% | -35.2% | -17.4% |
| 5Y | +6.2% | +15.9% | -9.6% | -5.2% |
| 10Y | +153.6% | +191.9% | -38.3% | +56.7% |
| All | +6,277.2% | +6,473.2% | -196.0% | +1,157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling