+146.7%
HUM vs AR
+44.6%
+102.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +7.5% | +3.5% | +3.9% | +7.2% |
| 3M | +10.2% | +9.9% | +0.3% | +9.5% |
| 6M | +132.5% | +4.5% | +128.0% | +131.4% |
| YTD | +57.6% | +13.7% | +44.0% | +55.9% |
| 1Y | +48.6% | +19.2% | +29.4% | +46.4% |
| 3Y | -11.2% | +46.2% | -57.3% | -14.7% |
| 5Y | +4.8% | +145.9% | -141.1% | -5.5% |
| All | +146.7% | +44.6% | +102.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling