+59.3%
AMAT vs HUM
+78.8%
-19.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.1% |
| 7D | -2.5% | +4.8% | -7.3% | -3.1% |
| 30D | -26.5% | +1.6% | -28.2% | -26.7% |
| 3M | -28.6% | +13.8% | -42.4% | -29.7% |
| 6M | -14.2% | +60.0% | -74.3% | -17.1% |
| YTD | +45.5% | +72.7% | -27.2% | +37.2% |
| 1Y | +59.3% | +86.1% | -26.8% | +45.3% |
| All | +59.3% | +78.8% | -19.5% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling