+367.7%
HUM vs AR
-27.8%
+395.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +2.1% | -1.8% | +3.9% | +2.2% |
| 30D | +4.7% | +12.6% | -7.9% | +3.9% |
| 3M | +13.5% | +10.0% | +3.5% | +12.7% |
| 6M | +126.7% | +0.6% | +126.0% | +126.1% |
| YTD | +58.5% | +13.4% | +45.1% | +56.8% |
| 1Y | +31.7% | +21.7% | +10.0% | +29.6% |
| 3Y | -10.6% | +45.8% | -56.5% | -14.3% |
| 5Y | +2.5% | +144.3% | -141.8% | -7.6% |
| 10Y | +148.7% | +41.8% | +106.9% | +99.2% |
| All | +367.7% | -27.8% | +395.6% | +288.1% |
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