+86.9%
HUM vs AS
-3.0%
+89.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | +7.7% | -3.6% | +11.4% | +7.8% |
| 30D | +5.8% | +3.4% | +2.4% | +5.6% |
| 3M | +14.3% | -8.6% | +22.9% | +14.0% |
| 6M | +50.9% | -10.0% | +60.9% | +50.5% |
| YTD | +74.9% | -19.2% | +94.1% | +76.3% |
| 1Y | +86.9% | -3.8% | +90.7% | +91.4% |
| All | +86.9% | -3.0% | +89.9% | +91.4% |
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