+48.6%
HUM vs AR
+22.8%
+25.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +7.5% | +3.5% | +3.9% | +6.9% |
| 3M | +10.2% | +9.9% | +0.3% | +8.5% |
| 6M | +132.5% | +4.5% | +128.0% | +127.9% |
| YTD | +57.6% | +13.7% | +44.0% | +52.1% |
| 1Y | +48.6% | +19.2% | +29.4% | +43.5% |
| All | +48.6% | +22.8% | +25.8% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling