+5.3%
HUM vs ARES
+94.4%
-89.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | +2.1% | -6.1% | +8.1% | +2.9% |
| 30D | +5.4% | -7.5% | +12.9% | +6.3% |
| 3M | +11.4% | +0.1% | +11.3% | +11.0% |
| 6M | +141.5% | +30.3% | +111.2% | +131.5% |
| YTD | +61.2% | -16.6% | +77.8% | +63.8% |
| 1Y | +49.2% | -26.1% | +75.3% | +53.8% |
| 3Y | -9.0% | +36.4% | -45.5% | -16.0% |
| All | +5.3% | +94.4% | -89.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 5y: compounded portfolio wealth divided by compounded ARES 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…
5y analysis · Full analysis span regression · 6 months rolling