+137,736.4%
AMAT vs HUM
+5,562.3%
+132,174.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.5% |
| 7D | -1.5% | +4.2% | -5.7% | -2.2% |
| 30D | -14.8% | +10.4% | -25.2% | -16.3% |
| 3M | -9.3% | +15.1% | -24.3% | -11.5% |
| 6M | +27.4% | +120.9% | -93.5% | +10.5% |
| YTD | +77.6% | +57.9% | +19.6% | +61.8% |
| 1Y | +188.9% | +30.6% | +158.4% | +170.2% |
| 3Y | +202.3% | -9.6% | +211.9% | +192.1% |
| 5Y | +248.9% | +1.6% | +247.3% | +225.5% |
| 10Y | +1,585.2% | +146.4% | +1,438.8% | +1,246.0% |
| All | +137,736.4% | +5,562.3% | +132,174.1% | +48,759.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling