+451.4%
HUM vs APTV
+179.8%
+271.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.1% | -5.0% | +7.1% | +3.0% |
| 30D | +5.4% | -6.1% | +11.5% | +6.5% |
| 3M | +11.4% | -33.0% | +44.4% | +19.8% |
| 6M | +141.5% | -35.2% | +176.7% | +159.0% |
| YTD | +61.2% | -40.1% | +101.3% | +75.1% |
| 1Y | +49.2% | -45.6% | +94.8% | +65.1% |
| 3Y | -9.0% | -54.4% | +45.3% | +1.8% |
| 5Y | +7.2% | -68.9% | +76.1% | +25.8% |
| 10Y | +152.7% | -17.2% | +169.9% | +108.4% |
| All | +451.4% | +179.8% | +271.6% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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