+376.3%
AMD vs HUM
+2.1%
+374.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.9% |
| 7D | +10.0% | +2.1% | +8.0% | +9.8% |
| 30D | +4.6% | +4.7% | -0.1% | +4.2% |
| 3M | +3.1% | +13.5% | -10.4% | +2.1% |
| 6M | +162.8% | +126.7% | +36.1% | +145.9% |
| YTD | +136.2% | +58.5% | +77.6% | +126.0% |
| 1Y | +234.0% | +31.7% | +202.3% | +223.5% |
| 3Y | +376.7% | -10.6% | +387.3% | +374.4% |
| 5Y | +376.3% | +2.5% | +373.9% | +330.0% |
| All | +376.3% | +2.1% | +374.2% | +330.0% |
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