-11.1%
HUM vs ATI
+341.5%
-352.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.8% | +0.6% |
| 7D | -1.4% | -2.7% | +1.3% | -1.1% |
| 30D | +7.5% | -13.5% | +21.0% | +9.4% |
| 3M | +10.2% | +8.5% | +1.7% | +8.9% |
| 6M | +132.5% | +25.2% | +107.3% | +125.1% |
| YTD | +57.6% | +73.4% | -15.8% | +46.6% |
| 1Y | +48.6% | +160.5% | -111.9% | +32.0% |
| All | -11.1% | +341.5% | -352.6% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling