+57.7%
AMGN vs HUM
-9.4%
+67.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.5% |
| 7D | -13.7% | +2.1% | -15.8% | -13.8% |
| 30D | -8.8% | +5.4% | -14.2% | -9.1% |
| 3M | +7.2% | +11.4% | -4.2% | +6.3% |
| 6M | +1.3% | +141.5% | -140.2% | -4.7% |
| YTD | +17.6% | +61.2% | -43.5% | +13.4% |
| 1Y | +37.2% | +49.2% | -12.0% | +32.6% |
| 3Y | +57.7% | -9.0% | +66.8% | +51.6% |
| All | +57.7% | -9.4% | +67.1% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling