+5,695.2%
HUM vs APD
+5,912.6%
-217.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.0% | +2.5% |
| 7D | +2.1% | -3.3% | +5.3% | +3.3% |
| 30D | +5.4% | -4.2% | +9.6% | +6.9% |
| 3M | +11.4% | +5.4% | +6.0% | +8.9% |
| 6M | +141.5% | +6.3% | +135.2% | +134.6% |
| YTD | +61.2% | +20.3% | +40.9% | +49.4% |
| 1Y | +49.2% | +1.6% | +47.6% | +46.2% |
| 3Y | -9.0% | +4.0% | -13.0% | -14.0% |
| 5Y | +7.2% | +23.3% | -16.2% | -6.7% |
| 10Y | +152.7% | +165.6% | -12.9% | +61.7% |
| All | +5,695.2% | +5,912.6% | -217.4% | +1,080.9% |
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