+95.5%
AMD vs HUM
+51.1%
+44.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -15.5% | +1.6% | -17.1% | -15.6% |
| 30D | -22.6% | +3.5% | -26.2% | -22.8% |
| 3M | -5.7% | +15.5% | -21.2% | -6.9% |
| 6M | +43.1% | +76.2% | -33.1% | +36.7% |
| YTD | +128.2% | +64.5% | +63.7% | +116.7% |
| 1Y | +95.5% | +50.0% | +45.5% | +86.3% |
| All | +95.5% | +51.1% | +44.4% | +86.3% |
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