-11.2%
HUM vs AR
+44.6%
-55.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | +3.7% | +5.5% | -1.8% | +3.5% |
| 3M | +10.4% | +12.9% | -2.5% | +9.9% |
| 6M | +125.7% | +0.1% | +125.7% | +125.2% |
| YTD | +57.3% | +13.5% | +43.8% | +56.4% |
| 1Y | +48.6% | +21.6% | +27.1% | +47.7% |
| All | -11.2% | +44.6% | -55.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling