+126.7%
AMAT vs HUM
+0.3%
+126.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +3.9% |
| 7D | -14.7% | +4.6% | -19.3% | -15.0% |
| 30D | -36.1% | +9.6% | -45.7% | -36.5% |
| 3M | -36.9% | +18.4% | -55.2% | -37.5% |
| 6M | -22.2% | +76.9% | -99.1% | -24.4% |
| YTD | +29.9% | +71.0% | -41.0% | +26.0% |
| 1Y | +43.3% | +75.0% | -31.7% | +38.6% |
| 3Y | +142.7% | -7.7% | +150.3% | +145.5% |
| All | +126.7% | +0.3% | +126.4% | +117.1% |
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