+309.3%
HUM vs ARES
+1,181.8%
-872.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +4.7% | +1.3% | +3.4% | +4.2% |
| 3M | +13.5% | +10.4% | +3.1% | +10.7% |
| 6M | +126.7% | +29.0% | +97.7% | +112.9% |
| YTD | +58.5% | -12.2% | +70.7% | +60.4% |
| 1Y | +31.7% | -18.4% | +50.2% | +34.9% |
| 3Y | -10.6% | +43.2% | -53.8% | -21.8% |
| 5Y | +2.5% | +102.6% | -100.1% | -20.4% |
| 10Y | +148.7% | +1,029.6% | -881.0% | +36.7% |
| All | +309.3% | +1,181.8% | -872.5% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling