+419.0%
HUM vs AR
-29.4%
+448.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.8% |
| 7D | +6.9% | +2.1% | +4.8% | +6.8% |
| 30D | +3.2% | +4.5% | -1.3% | +2.8% |
| 3M | +20.0% | +1.0% | +19.0% | +19.7% |
| 6M | +63.5% | +4.4% | +59.0% | +62.7% |
| YTD | +75.9% | +10.9% | +65.0% | +74.1% |
| 1Y | +85.7% | +8.6% | +77.2% | +84.0% |
| 3Y | -6.1% | +48.5% | -54.6% | -10.0% |
| 5Y | +5.1% | +95.7% | -90.6% | -3.5% |
| 10Y | +151.6% | +55.5% | +96.1% | +99.9% |
| All | +419.0% | -29.4% | +448.4% | +330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling