+152.3%
HUM vs ATI
+1,154.1%
-1,001.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.1% | -5.6% | +7.7% | +3.0% |
| 30D | +5.4% | -13.7% | +19.1% | +7.8% |
| 3M | +11.4% | -0.4% | +11.8% | +11.2% |
| 6M | +141.5% | +26.2% | +115.3% | +130.9% |
| YTD | +61.2% | +73.2% | -12.0% | +46.3% |
| 1Y | +49.2% | +161.6% | -112.5% | +26.3% |
| 3Y | -9.0% | +346.2% | -355.2% | -31.3% |
| 5Y | +7.2% | +1,047.6% | -1,040.5% | -33.8% |
| All | +152.3% | +1,154.1% | -1,001.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling