+1,707.5%
AMAT vs HUM
+148.3%
+1,559.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | +6.9% | -0.2% | +7.2% | +7.0% |
| 30D | -10.1% | +3.7% | -13.8% | -10.9% |
| 3M | -6.0% | +10.4% | -16.4% | -8.2% |
| 6M | +38.6% | +125.7% | -87.1% | +13.9% |
| YTD | +83.1% | +57.3% | +25.7% | +61.8% |
| 1Y | +188.3% | +48.6% | +139.7% | +156.2% |
| 3Y | +225.3% | -11.3% | +236.7% | +222.5% |
| 5Y | +262.0% | +0.8% | +261.1% | +222.8% |
| 10Y | +1,707.5% | +146.7% | +1,560.8% | +1,127.4% |
| All | +1,707.5% | +148.3% | +1,559.2% | +1,127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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