+1,727.1%
HUM vs AU
+755.5%
+971.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | +2.1% | -4.3% | +6.3% | +2.3% |
| 30D | +5.4% | +7.3% | -1.9% | +4.9% |
| 3M | +11.4% | +26.3% | -14.9% | +9.7% |
| 6M | +141.5% | +1.8% | +139.7% | +139.9% |
| YTD | +61.2% | +26.8% | +34.4% | +57.6% |
| 1Y | +49.2% | +66.7% | -17.5% | +43.1% |
| 3Y | -9.0% | +579.1% | -588.1% | -21.3% |
| 5Y | +7.2% | +689.3% | -682.2% | -9.4% |
| 10Y | +152.7% | +686.6% | -533.9% | +105.6% |
| All | +1,727.1% | +755.5% | +971.6% | +1,215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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