+30.6%
HUM vs AS
-21.9%
+52.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.2% |
| 7D | +4.2% | -4.9% | +9.0% | +4.2% |
| 30D | +10.4% | -19.6% | +30.0% | +10.9% |
| 3M | +15.1% | -14.4% | +29.4% | +15.4% |
| 6M | +120.9% | -20.1% | +141.0% | +121.3% |
| YTD | +57.9% | -20.9% | +78.9% | +59.1% |
| 1Y | +30.6% | -21.9% | +52.4% | +26.0% |
| All | +30.6% | -21.9% | +52.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling