+86.1%
HUM vs AS
+6.1%
+80.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +3.5% |
| 7D | +4.8% | +4.5% | +0.3% | +4.7% |
| 30D | +1.6% | +13.2% | -11.6% | +1.4% |
| 3M | +13.8% | -11.9% | +25.7% | +13.5% |
| 6M | +60.0% | -11.6% | +71.6% | +60.0% |
| YTD | +72.7% | -14.7% | +87.4% | +73.9% |
| 1Y | +86.1% | +5.7% | +80.4% | +91.4% |
| All | +86.1% | +6.1% | +80.1% | +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