+214.0%
AMAT vs HUM
-10.9%
+224.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.3% |
| 7D | -1.5% | +4.2% | -5.7% | -1.6% |
| 30D | -14.8% | +10.4% | -25.2% | -14.9% |
| 3M | -9.3% | +15.1% | -24.3% | -9.2% |
| 6M | +27.4% | +120.9% | -93.5% | +28.6% |
| YTD | +77.6% | +57.9% | +19.6% | +77.8% |
| 1Y | +188.9% | +30.6% | +158.4% | +187.4% |
| All | +214.0% | -10.9% | +224.9% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling