+13,303.6%
AMD vs HUM
+6,207.0%
+7,096.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +7.0% |
| 7D | +13.1% | +6.9% | +6.2% | +11.8% |
| 30D | -7.0% | +3.2% | -10.1% | -7.4% |
| 3M | +16.6% | +20.0% | -3.4% | +12.4% |
| 6M | +20.5% | +63.5% | -43.0% | +9.1% |
| YTD | +158.2% | +75.9% | +82.2% | +128.3% |
| 1Y | +132.8% | +85.7% | +47.1% | +103.4% |
| 3Y | +366.2% | -6.1% | +372.3% | +347.4% |
| 5Y | +278.7% | +5.1% | +273.6% | +249.5% |
| 10Y | +8,164.6% | +151.6% | +8,013.0% | +6,255.4% |
| All | +13,303.6% | +6,207.0% | +7,096.7% | +4,670.7% |
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