+565.7%
AMZN vs HUM
+152.7%
+413.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.6% |
| 7D | -0.7% | +2.1% | -2.7% | -1.0% |
| 30D | -3.9% | +5.4% | -9.3% | -4.7% |
| 3M | +6.3% | +11.4% | -5.1% | +4.4% |
| 6M | +20.8% | +141.5% | -120.8% | +4.6% |
| YTD | +11.2% | +61.2% | -49.9% | +1.9% |
| 1Y | +11.7% | +49.2% | -37.5% | +3.2% |
| 3Y | +79.4% | -9.0% | +88.5% | +78.0% |
| 5Y | +48.0% | +7.2% | +40.9% | +37.6% |
| All | +565.7% | +152.7% | +413.0% | +419.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling