+79.8%
HUM vs AS
+8.1%
+71.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.6% | -2.5% |
| 7D | +3.1% | +5.8% | -2.7% | +3.0% |
| 30D | -1.8% | +15.4% | -17.1% | -2.1% |
| 3M | +10.2% | -11.9% | +22.1% | +9.8% |
| 6M | +54.6% | -9.9% | +64.5% | +54.6% |
| YTD | +66.8% | -13.1% | +79.9% | +67.9% |
| All | +79.8% | +8.1% | +71.8% | +84.8% |
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