+268.9%
AMAT vs HUM
+2.1%
+266.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +4.0% |
| 7D | +7.0% | +2.1% | +4.9% | +6.9% |
| 30D | -12.2% | +4.7% | -16.9% | -12.5% |
| 3M | -3.8% | +13.5% | -17.3% | -4.5% |
| 6M | +45.9% | +126.7% | -80.8% | +40.4% |
| YTD | +84.6% | +58.5% | +26.1% | +79.8% |
| 1Y | +193.4% | +31.7% | +161.6% | +187.6% |
| 3Y | +228.1% | -10.6% | +238.7% | +229.5% |
| 5Y | +268.9% | +2.5% | +266.5% | +240.0% |
| All | +268.9% | +2.1% | +266.8% | +240.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling