+24.0%
HUM vs AS
+123.4%
-99.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.3% | +1.4% |
| 7D | +3.7% | -4.9% | +8.6% | +3.8% |
| 30D | +5.5% | +3.9% | +1.6% | +5.4% |
| 3M | +17.1% | -9.6% | +26.7% | +17.2% |
| 6M | +48.3% | -8.7% | +56.9% | +48.3% |
| YTD | +77.4% | -19.8% | +97.2% | +77.7% |
| 1Y | +92.6% | -1.5% | +94.1% | +92.1% |
| All | +24.0% | +123.4% | -99.5% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling