+6,460.7%
HUM vs ATI
+1,093.4%
+5,367.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | +2.4% | -2.6% | -0.6% |
| 30D | +3.7% | -9.5% | +13.2% | +5.4% |
| 3M | +10.4% | +10.4% | 0.0% | +8.3% |
| 6M | +125.7% | +31.8% | +93.9% | +114.0% |
| YTD | +57.3% | +80.0% | -22.6% | +41.5% |
| 1Y | +48.6% | +175.8% | -127.2% | +24.0% |
| 3Y | -11.3% | +364.2% | -375.6% | -34.1% |
| 5Y | +0.8% | +1,076.9% | -1,076.0% | -38.1% |
| 10Y | +146.7% | +1,178.1% | -1,031.4% | +32.2% |
| All | +6,460.7% | +1,093.4% | +5,367.3% | +2,398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling