+234.4%
AMD vs HUM
+30.0%
+204.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.1% |
| 7D | +14.0% | -0.2% | +14.2% | +14.0% |
| 30D | +11.0% | +3.7% | +7.3% | +10.4% |
| 3M | +9.6% | +10.4% | -0.8% | +8.4% |
| 6M | +157.1% | +125.7% | +31.4% | +132.4% |
| YTD | +143.3% | +57.3% | +86.0% | +128.1% |
| 1Y | +234.4% | +48.6% | +185.8% | +222.8% |
| All | +234.4% | +30.0% | +204.4% | +222.8% |
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