+111.2%
AMD vs HUM
+78.8%
+32.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.0% | +13.7% | +14.6% |
| 7D | +6.5% | +4.8% | +1.6% | +5.9% |
| 30D | -15.3% | +1.6% | -16.9% | -15.5% |
| 3M | +9.7% | +13.8% | -4.1% | +8.5% |
| 6M | +13.2% | +60.0% | -46.8% | +9.1% |
| YTD | +140.6% | +72.7% | +67.9% | +126.5% |
| 1Y | +111.2% | +86.1% | +25.0% | +92.4% |
| All | +111.2% | +78.8% | +32.3% | +92.4% |
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