+30.6%
HUM vs AUR
+11.8%
+18.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +4.2% | +8.7% | -4.6% | +3.4% |
| 30D | +10.4% | -5.2% | +15.6% | +10.7% |
| 3M | +15.1% | -7.3% | +22.4% | +15.3% |
| 6M | +120.9% | +41.2% | +79.7% | +107.9% |
| YTD | +57.9% | +65.1% | -7.2% | +43.3% |
| 1Y | +30.6% | +13.4% | +17.1% | +23.3% |
| All | +30.6% | +11.8% | +18.7% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling